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differences among real trading and chart/backtest

Posted: Jul 12 2017
by auato
Hi, reading in this discussion forum I noticed that I am not the only one whois experiencing differences between real trading and charts. In two days I have seen a couple of these events. I realized that in my case I can have differences between chart and backtest in portoflio trader but also between real trading and chart. Look at this picture below:
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In real, the trade was correctly done (as when the bar touches the level of the dotdashed line the entry is triggered) but on the chart doesn't appear. the strategy is IOG enabled of course. My question is: why is the trade missing as I have in Strategy Properties--> Backtesting precision enabled for Bar Magnifier with Tick resolution?
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Another case I verified last days is: trade is correctly present on chart but inexplicably missing in backtest.

Re: differences among real trading and chart/backtest

Posted: Jul 12 2017
by TJ
You might be interested in these articles in the Wiki:


- Backtesting vs Live Trading
- Understanding Backtesting
- Why is Data Playback strategy performance different from Backtesting results?
- Intra-bar Price Movement Assumptions
- Precise Backtesting
- Understanding Precise Backtesting
- Using Precise Backtesting
- Bar Magnifier
- Intra-Bar Order Generation, Bar Magnifier on Non-Standard Chart Types

Re: differences among real trading and chart/backtest

Posted: Jul 18 2017
by auato
Thanks for refreshing me some articles. I got other interesting details.