adammahmood786 Hi Mike, I have optimised a trial version of the WAE bot using last 2 years of data and when I run a backtest say for last two days and compare the results with the bot running for the last two days, the results are very different. The backtest results show a nice profit whereas the live run is in loss. Can you please explain this?
Pipster I had the same issue with a different cBot, I found the issue was that I was backtesting with 1-min bar data, this does not include the spread, backtest with tick data, choosing the same date range and cBot settings.
adammahmood786 Thank you Pipster, it is the spreads. I optimised my bot using a fixed spread of 1 regardless of instrument (how naïve of me) and did not take into account that when running live spread is different for each instrument. I assumed ctrader was smart enough to use the correct spread value when you are optimising or backtesting. Thank you for shining the light.