Targets different on backtest and live

Created at 17 Feb 2024, 05:32
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acrigney

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Joined 25.05.2017

Targets different on backtest and live
17 Feb 2024, 05:32

Guys here are results from my backtests on one of my bots using limit orders  with a target of 1 pip but on backtest all of the orders complete up to a target result of 10 pips. I don't think that this is due to slipage. These backtest results also were not in visual mode.

Results are for yesterday and for this month.https://drive.google.com/drive/folders/1ChtEUa06dDAhLQ4DM2J_kkMG1JRX33Yx?usp=drive_link

 

@acrigney
Replies

PanagiotisCharalampous
17 Feb 2024, 10:40

Hi acrigney,

I do not understand what is the issue you are trying to describe here :) Can you elaborate more on your description?

Best regards,

Panagiotis

@PanagiotisCharalampous

acrigney
17 Feb 2024, 11:19

RE: Targets different on backtest and live

The target pips for my limit orders is only 1 pip and on live the winning orders are around the 1 pip amount. But on the backtesting the limit orders take much more than that. This might be caused by there being a lot less data on backtesting than on live?

PanagiotisCharalampous said: 

Hi acrigney,

I do not understand what is the issue you are trying to describe here :) Can you elaborate more on your description?

Best regards,

Panagiotis

 

@acrigney

PanagiotisCharalampous
18 Feb 2024, 06:52

RE: RE: Targets different on backtest and live

acrigney said: 

The target pips for my limit orders is only 1 pip and on live the winning orders are around the 1 pip amount. But on the backtesting the limit orders take much more than that. This might be caused by there being a lot less data on backtesting than on live?

PanagiotisCharalampous said: 

Hi acrigney,

I do not understand what is the issue you are trying to describe here :) Can you elaborate more on your description?

Best regards,

Panagiotis

 

How can we reproduce this?

@PanagiotisCharalampous

acrigney
22 Feb 2024, 11:06

RE: RE: RE: Targets different on backtest and live

So sorry mate its very very simple, my limit order target pips for my bot is 1 pip and when I run the bot live I usually get around 1 pip successful trade results. However I also get more losing trades in terms of amounts than winners so the bots lose. But on backtest I never get the 1 pip target but usually get 4 pips of more and get a lot more winners than losers!

You can see this from the backtest results. 

PanagiotisCharalampous said: 

acrigney said: 

The target pips for my limit orders is only 1 pip and on live the winning orders are around the 1 pip amount. But on the backtesting the limit orders take much more than that. This might be caused by there being a lot less data on backtesting than on live?

PanagiotisCharalampous said: 

Hi acrigney,

I do not understand what is the issue you are trying to describe here :) Can you elaborate more on your description?

Best regards,

Panagiotis

 

How can we reproduce this?

 

@acrigney

PanagiotisCharalampous
23 Feb 2024, 06:47

RE: RE: RE: RE: Targets different on backtest and live

acrigney said: 

So sorry mate its very very simple, my limit order target pips for my bot is 1 pip and when I run the bot live I usually get around 1 pip successful trade results. However I also get more losing trades in terms of amounts than winners so the bots lose. But on backtest I never get the 1 pip target but usually get 4 pips of more and get a lot more winners than losers!

You can see this from the backtest results. 

PanagiotisCharalampous said: 

acrigney said: 

The target pips for my limit orders is only 1 pip and on live the winning orders are around the 1 pip amount. But on the backtesting the limit orders take much more than that. This might be caused by there being a lot less data on backtesting than on live?

PanagiotisCharalampous said: 

Hi acrigney,

I do not understand what is the issue you are trying to describe here :) Can you elaborate more on your description?

Best regards,

Panagiotis

 

How can we reproduce this?

 

I still do not have clear instructions to reproduce this i.e. cBot code, backtesting settings, screenshots etc.

@PanagiotisCharalampous

RJM1
24 Feb 2024, 05:29

RE: RE: RE: RE: Targets different on backtest and live

acrigney said: 

So sorry mate its very very simple, my limit order target pips for my bot is 1 pip and when I run the bot live I usually get around 1 pip successful trade results. However I also get more losing trades in terms of amounts than winners so the bots lose. But on backtest I never get the 1 pip target but usually get 4 pips of more and get a lot more winners than losers!

You can see this from the backtest results. 

PanagiotisCharalampous said: 

acrigney said: 

The target pips for my limit orders is only 1 pip and on live the winning orders are around the 1 pip amount. But on the backtesting the limit orders take much more than that. This might be caused by there being a lot less data on backtesting than on live?

PanagiotisCharalampous said: 

Hi acrigney,

I do not understand what is the issue you are trying to describe here :) Can you elaborate more on your description?

Best regards,

Panagiotis

 

How can we reproduce this?

 

Hello,

It sounds like you're using open price data and not tick data. This would explain why the results are so different. 

Change it under Backtesting settings.

 

@RJM1

acrigney
27 Feb 2024, 12:25 ( Updated at: 27 Feb 2024, 12:37 )

RE: RE: RE: RE: RE: Targets different on backtest and live

No mate I have been using tick data for over a year now on all of my bots! And I mainly use the range bars with only the ontick event.

Here is a link to one of my backtest results

https://drive.google.com/drive/folders/1oD0fli5sZ3Fd8pHGYBynoCimvHsrfagZ?usp=drive_link

RJM1 said: 

acrigney said: 

So sorry mate its very very simple, my limit order target pips for my bot is 1 pip and when I run the bot live I usually get around 1 pip successful trade results. However I also get more losing trades in terms of amounts than winners so the bots lose. But on backtest I never get the 1 pip target but usually get 4 pips of more and get a lot more winners than losers!

You can see this from the backtest results. 

PanagiotisCharalampous said: 

acrigney said: 

The target pips for my limit orders is only 1 pip and on live the winning orders are around the 1 pip amount. But on the backtesting the limit orders take much more than that. This might be caused by there being a lot less data on backtesting than on live?

PanagiotisCharalampous said: 

Hi acrigney,

I do not understand what is the issue you are trying to describe here :) Can you elaborate more on your description?

Best regards,

Panagiotis

 

How can we reproduce this?

 

Hello,

It sounds like you're using open price data and not tick data. This would explain why the results are so different. 

Change it under Backtesting settings.

 

 

@acrigney
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