Live test vs. Backtest

trend_meanreversion
29 Jul 2016, 04:23 ( Updated at: 21 Dec 2023, 09:20 )

RE:

Hi David,

Can't really comment on it with full certainty but there are 2 things you can do to cross check if something is really indeed wrong

1) Download tick data(Bid and Ask) for that duration through your broker using cAlgo ? and then check whether that trade should have hit SL according to the tick data

and 

2) Make sure that you are backtesting on tick data and not on m1 , m10 or any of the other timeFrames because SL and TP simulation on those will have limitations as you need to provide your assumptions of 'Spread' .

Hope it helps ( i have had similar concerns about my back-testing which i was able to resolve using the above technique )

davidp13 said:

Hi. I'm this topic has been discussed in length, however I have found clear issues with the platform and would like to know why this happened. I fully understand slippage etc, but if an SL is printed to a position and when price hits that SL and even moves why over/under that price is should close - RIGHT?

Now in live trading it does, but for some reason when I look at the backtest results it doesn't. Even though one can clearly see (attached image) the position has an SL, but it does not close on the backtest results.

Why is this? Admin please have a look at this. Thanks