Urgent problem (Strange behavior between Live Trading and Demo and Backtest with Strategytester)

New comment
 

Hi together,


I developed an EA which I run since 1 month successfully on a Demo Account and I also made Backtest. Then for 1 week I start trading with a live account.

For example today with StrategyTester only 1 Trade should be the result ( today from 1 am to 9 am), but with the Live Trading my EA made 9 trades today from 1 am to 9 am.

So the EA opens a positon and close it instantly. I do not undertstand this behaviour.


Kind regards,

Hoschie

 

H

Welcome to the jungle...

You have made an EA that is vulnerable to variable spreads &/or higher frequency changes in price

Search the forum for many many topics on the differences between demo & live accounts, and backtesting (even on live data) and forward trading...

-BB-

 

Even on the same pair, on the same timeframe, at the same time, with different brokers, will give different results.

Some strategies will be more sensitive to these differences than others.

You just have to train/convert/manipulate/modify/re-write your EA to be a bit less sensitive to these irritating variances. Easier said than done, I know.

 

As a generalisation, the more indicator-heavy your strategy, the more likely it will be to behave differently on live compared to demo

Some indis are more affected than others, eg MACD, Stochastics & PSAR

Others less so, eg CCI (so long as you are using the moving averages of the CCI that is)

Even price-driven EA's can differ, especially on the shorter time-frames

-BB-

 
IMO, MACD has got to be one of the most useless (laggy) indicators around. Opinions may differ, of course.
 
blogzr3:
IMO, MACD has got to be one of the most useless (laggy) indicators around. Opinions may differ, of course.


Yes laggy & waggy :(

-BB-

 

What!! MACD is the Greatest Indicator Ever-Created!! Laggy? Waggy? Omg. The usage of Macd are Unlimited.

Moving Average Cross-Over.

Convergence-Divergence.

Levels for Over-Bought and Sold.

Has a Zero-Line for sideways market.

Customizable Signal and Main Lines.

I could go-on forever, but I must Digress :) ... When it comes to top 5 quoted indicators, Macd is always in the list. Even MQ made a system after it... Ha. Go-Macd. Cheers.

 

MACD is a difference/convergence/divergence of 2 MAs.

MAs are by definition lagging - you look back at the last X periods, and hope it will give a prediction into the future, but it doesn't.

2 MAs makes it twice as bad.

 
ubzen:

What!! MACD is the Greatest Indicator Ever-Created!! Laggy? Waggy? Omg. The usage of Macd are Unlimited.

Of course, the sample MACD sample would make everybody rich, and there is no need for this forum.

But that's not the case, and that is why you are wrong.

 
blogzr3:

Of course, the sample MACD sample would make everybody rich, and there is no need for this forum.

But that's not the case, and that is why you are wrong.


Oh really.. I don't remember saying Macd Sample would make you rich.

Please kindly tell us Any indicator which does Not lagg.

And also the simple implementation of it which would make everyone rich.

Don't worry, I'll wait :)

New comment
Reason: