why live trades sometimes can not be replicated in tester?

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yuri
12
yuri  

Hi,

My live account traded with expert advisor at 10.53 couple days ago. I tried to replicate that trade in tester, but with no luck. Tested didn't show any trades that day.

I started tester with if (Minutes() < 52) return (-1);

Is there something I'm missing? Can please somebody explain to me what's going on? I'm using Hourly timeframe.

Thanks,

Yuri

Brian Dee - Random Trader
1760
Brian Dee - Random Trader  

> Is there something I'm missing?

You cant rely on backtesting being 1:1 with live, because OTTOMH

1) Spread - look in Symbol Properties button of tester to show spread used for the test, compare to 'live' spread at time of trade

2) Test data, even 90% 'modelling quality', is synthesized (i.e. approximated) and is not <the actual> tick sequence of the live situation

...

It is just as often that a trade shows in a backtest but didnt happen live

Spread variations will even upset indicator based as well as price-action triggered EA's, especially on STP/ECN brokers

See CloudBreakers telling comment on the.. limited correlation between modelling and quality :)

FWIW

-BB-

yuri
12
yuri  

I appriciate your comments... I will take a look at CloudBreakers's comments as well.

It still looks like testing results are way of real time ones. I did some comparison couple month ago between the two and the results were almost identical. It is just odd...

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