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> No. But please remember, this is not a difference
> between backtested performance vs. actual performance.
> It is a difference between realtime chart at time x
> and the same realtime chart at time x+delta after
> closing tradestation and restarting it with the same
> exact chart.
When you close TS and restart it, TS must effectively "backtest" on
the prior data in order to show you what "would" have happened.
There are basically two classes of system execution:
* REAL realtime, when the chart is open AND the system is executing
at the moment when the ticks arrived.
* Backtesting, when the chart is opened OR the system is applied
at some time AFTER the data arrives. This includes backtests,
optimizations, and just opening a chart on historic data --
even yesterday's.
With TS4, and with TS2k without the special "backtest resolution"
enhancement, the two cases are very different. With realtime data,
you execute the system **as the ticks arrive**. This means the
system is executed with full knowledge of the EXACT path that price
took within the bar. When backtesting, TS uses ONLY the Open, High,
Low, and Close values, and uses its own algorithms to guess what
happened inside the bar. That can cause different results.
Try turning on the "backtest resolution" feature and see if the
results are different than they are with the feature turned off. If
so, I'd bet the results with it on are very similar to what you saw
realtime.
Gary
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