Huge differences in backtesting - page 2

 
Kurka Fund:
I am getting the mixed results while foward testing.

It opens more trades in the live acounts and usually gets an extra pip. Its a scalper system, this might have something to do with it. Either way the results are consistant with the backtest that i posted.

What are your suggestions on a remedy. . . I am working on another system and would like to get as accurate of a model as possible.

Thanks,

Kk

I have a scalping EA that I have the same problem with. It actually makes nearly $2 billion in a 7 year backtest, and I am working on a way solve this problem. This is taken from another thread, but it explains the idea better than I could:

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The hobby solution would be to write signals to a file within the first MT4 environment, then have an external script or program that copies the signal data from the file into the second MT4 environment, which would run an EA or script to poll that signal data.

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So basically, we want to take the signals from the demo account and open the same order on the live account a fraction of a second after they are opened/closed on the demo account.

 

Scalping EAs probably live or die by the spread. Most brokers' spreads increase during high volume or volatile times. Example; brokers' spreads can be high as 12-15 pips during these events. For scalping EAs, a spread control code should be used. Only trade if spread is under X pips and hope the spread holds during the life of the trade. This X pips will be different for different pairs. Contact your broker and inquire as to minimum, maximum and average spreads for each currency pair traded and set X accordingly.

Wackena

 
Wackena:
Scalping EAs probably live or die by the spread. Most brokers' spreads increase during high volume or volatile times. Example; brokers' spreads can be high as 12-15 pips during these events. For scalping EAs, a spread control code should be used. Only trade if spread is under X pips and hope the spread holds during the life of the trade. This X pips will be different for different pairs. Contact your broker and inquire as to minimum, maximum and average spreads for each currency pair traded and set X accordingly. Wackena

Not if the system was designed to run during Asian session and the tail end of US session. Volitility is low enough so you don't have to worry about spread.

 

Kurka You mentioned that you were using both IBFX for live trading.. How is that working out for you, no problems so far? I also only trade with EA in FXDD but I hate the slippage and their spread is too loose.

So Is IBFX good for live EA trading in your opinion?

-Mikhail

Reason: