Back test result different to real trade history

Sky All  

Dear experienced traders, 

I ran an EA for around 1 month, and I did a back test for last 1 month. 

What I find is the back test result is different to real trade history.

The author's ac and both of my friends ac didn't get the trade which shown on the back test result.

I have no idea how could it happened.

Do you know any reason could make back test result different to real trade history?

Thank you in advance and best whises,

Sky

Eleni Anna Branou  
Sky L:

Dear experienced traders, 

I ran an EA for around 1 month, and I did a back test for last 1 month. 

What I find is the back test result is different to real trade history.

The author's ac and both of my friends ac didn't get the trade which shown on the back test result.

I have no idea how could it happened.

Do you know any reason could make back test result different to real trade history?

Thank you in advance and best whises,

Sky

If you are talking about MT4 tester, it can never be very close to real trading, as it doesn't offer real spread data and that can affect results.

Also if the EA is a scalping one, performing a lot of trades at a short period of time, that makes the trustworthiness of results even harder.

MT5 offers the closest to real/live trading tester that you can trust.

Sky All  
Eleni Anna Branou:

If you are talking about MT4 tester, it can never be very close to real trading, as it doesn't offer real spread data and that can affect results.

Also if the EA is a scalping one, performing a lot of trades at a short period of time, that makes the trustworthiness of results even harder.

MT5 offers the closest to real/live trading tester that you can trust.

Thank you, Eleni.

It is a MT5 EA, no scalping.

The open time of the position is different, and back test result could open some positions in some day, but the real history didn't open them.

Could you list up any other reasons?

Best regards,

Sky

Eleni Anna Branou  
Sky L:

Thank you, Eleni.

It is a MT5 EA, no scalping.

The open time of the position is different, and back test result could open some positions in some day, but the real history didn't open them.

Could you list up any other reasons?

Best regards,

Sky

If its not a matter of 1-2 points of price difference that made the EA not to open a trade, then its some abnormality in the price feed.

Are we talking about the same broker in MT5 tester and real trading?

WindmillMQL  
Sky L:

Thank you, Eleni.

It is a MT5 EA, no scalping.

The open time of the position is different, and back test result could open some positions in some day, but the real history didn't open them.

Could you list up any other reasons?

Best regards,

Sky

Are you using the same tick data for the live trading as for the back test? If the tick feed is different, and some ticks are either missing (or have a different value) this could result in your EA executing different trades.
Sky All  
WindmillMQL:
Are you using the same tick data for the live trading as for the back test? If the tick feed is different, and some ticks are either missing (or have a different value) this could result in your EA executing different trades.

Thank you, Windmill.

Yes, I download data from the broker, they should be same.

Sky All  
Eleni Anna Branou:

If its not a matter of 1-2 points of price difference that made the EA not to open a trade, then its some abnormality in the price feed.

Are we talking about the same broker in MT5 tester and real trading?

Thank you, Eleni. 

Yes, my issue is in the same broker between MT5 test center and real trading.

Do you mean, if the EA is every sensitive to the price (1-2 pips), the open of the trade should be different?

Thanks and best wishes,

Sky

WindmillMQL  
Sky L:

Do you mean, if the EA is every sensitive to the price (1-2 pips), the open of the trade should be different?


Of course.

If your EA is to buy at 1.0803 and the price only goes up to 1.0802 then no buy order will be sent.

If there is no buy order, then your EA could behave differently for future price movement as well. From that moment on the back test results will be different from the live test results.

Sky All  
WindmillMQL:
In the Strategy Tester is it possible to set how to use the price data. You can see "every tick" or "every tick based on real ticks" or "once per minute" and so on. You should make sure to select the option to use the actual ticks.

Thank you, Windmill.

I used "every tick" and "no latency", does "every tick based on real ticks" and "50 m/s" is better? 

I tried "every tick based on real ticks" and "50 m/s" again, but the result is still different.

I might need to check some other thing.

Best regards,

Sky

Reason: