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Difference between RT results and Backtesting



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I have been tracking a system that I use on 60 minute S&P bars.  In
real-time trading today, there were 3 trades each getting stopped out with
the trailing protective stop. 
After going to Format price data and changing the dates of the data ( to
include some older data than what I was using), when I checked the System
Report, todays trades had been changed to 2 large winners versus 3 small
winners.
This makes me suspect to any backtesting that I have done.  Does anybody
have any idea what this problem is all about?
The exit in the system report was the exact minute that the exit was
triggered while in real-time, but now it only shows which 60 minute bar the
exit occurred in.
Somebody have the answer??
Thanks