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Gary covered most of what I had to say. I would just add:
> 2) Take any system that gives signals in realtime. Watch it during the day
> without ever closing TS down. When the markets close, shutdown TS and come
> back in, do not save the workspace. Now, run the system again. Different
> values.
The only time I see that is if I try to use the built-in stops and/or I
write a system that tries to do more than one trade on a bar. Those can
result in realtime results different from historical results because TS
has to make assumptions about the order of the ticks and those
assumptions aren't always right. The answer is simple. Don't use the
built-in stops, code your own. Shorten your timeframe so there is no
more than one trade per bar and it's not possible - or perhaps I should
say not likely as nothing's impossible - for both a stop and a limit
order to be elected on the same bar.
As Gary said, pilot error is the most likely cause of the problem.
--
Dennis
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