Waddah Attar Backtest and Live Daily Result Query

RhysJones

Hi Mike, as discussed on the chat, I have noticed that my backtested results (looking at just certain days trading history) seems to differ quite drastically to the history of live trading results.

I have checked that all settings are identical in the parametres and I did use tick data for backtesting. I wondered if you could kindly provide any insight as to why this may be?
Many thanks, Rhys

Mike

Hi, Rhys,

A few things can cause this, the max spread value may work different in backtesting as it would probably not pick it up, also, if you started the cBot at a different time from the backtest start date and time, the results will differ.

I can see the backtest closing dates are very different, if your first trade opens at a different date and time then all future trades will be different, it may be worth adding the following.

cbot log showing cBot start date and time
live trading history showing entry date and time