Different results if using a cBot live and backtested on tick data -accurate
Different results if using a cBot live and backtested on tick data -accurate
25 Jul 2023, 07:40
Hi,
As I remember, I did not have this problem before the last cTrader update.
I am using my cBot live for some months now. And whenever i backtested the cBot on tick data the deal map was the same as using the cBot live. Same history for opening and closing the deals.
Not anymore. Now the deal map is different. Does anyone has the same problem?
For example this is backtesting of the last 2 days. There should be a sell position right now open. The cBot should open a sell position an hour ago. But the cBot did not open a sell position when I use it to trade LIVE on my live account, the buy position is still running. My computer never goes to sleep mode and always has internet. (the cBot was optimized on the same account, same broker. Tick data - accurate)
This is not the first time I notice this problem.
Backtesting: tick data -accurate.
The same cBot I'm using LIVE right now to trade on my live account.
The buy position is still running. The sell position did not open like in backtesting.
callum.umpleby
28 Jul 2023, 22:01 ( Updated at: 28 Jul 2023, 22:09 )
Tick Data Is Incorrect
Hello,
I am currently browsing the fourms for a similar issue, or at least what I think is a similar issue. It looks like my tick data is off by quite a bit and seems to differ radically between backtest and live. It also seems to change depending on if I have reloaded the data or not.
I have backtested my cBot with inputting CSV data from trading view and get vastly different results. I compared the data from both cTrader and TradingView with a third charting option Yahoo Finance charts and, Yahoo Finance matches the data in TradingView (within a fine tolerance of 0.2) however cTraders tick data is massively out by more than 2 pips and that is on recent data taken within the last month, if I back test to January then it is even more different with up to 15 pips different.
An example is S&P 500 Index 07/07/2023 18:25 (UTC +1) (The peak for the day) (Close Prices)
TradingView - $4440.27
Yahoo Finance - $4440.28
cTrader - $4440.60
Even Live data seems to be different! S&P 500 28/07/2023 closing price for the weekend
TradingView - $4582.24
Yahoo Finance - $4582.23
cTrader - $4580.00
@callum.umpleby