I have a simple short question.
If I run an expert that work on M1 chart(no need very very accurate , no need low accurate) from 1.1.2017 to 1.2.2017 in real account of a broker,
Then I do a backtest 99% on 1.1.2017 to 1.2.2017 (tick data of same broker)
IS THE RESULT SAME by 99% accuracy ?
(if no, why ? I think only thing can not be simlulate is slippage)
For some EAs that are micro-scalping a couple of pips in every trade and they are spread sensitive, back test will never be as accurate as the real trading, even with real tick data.
But for EAs that are aiming for less trades with bigger return in pips, backtesting can give more realistic results.
really ? I did not know , no see any article about more accuracy of mt5 from mt4!
So there are basic reason for changing result , no slipp , ...
Instead, is live forward test on demo account different from forward test on real account? If yes, what are all the differences? Just liquidity?
Depends on which metatrader (MT4 or MT5).
Some detailes - read thread: Backtesting results in different results on different brokers
Thank you for the answer, but I was asking about differences in forward test on demo and real, not backtest. However I find interesting this statement from the thread you posted:
In MT5 you can backtesting robots with the closest possible conditions to the real market natively (real tick data, real variable spreads, lag, slippage, etc).
In MT4 you can't natively. You only can if you pay for a third-party
software. If so, you also have to download history data from a few
sources (there are many few, almost everyone uses the same source),
transform it to MT4 format and open the platform through this
third-party software in order to patch MT4 behavior. You take many hours
to complete this process, and you have to repeat it every time you want
to incorporate new data. We have all seen hundreds of robots that
obtained spectacular results in backtesting, but when operating in real
account the results were very bad. This is mainly because they were made
with conditions that had nothing to do with real market conditions.
I didn't think that also slippage could be simulated in backtest...I have an question: if I backtest in MT5 with real ticks, the result would be very very similar to a forward test on real account?? If not, what are the differences?
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