entry price in ea backtesting different from live trades why

 
Hello my entry prices are different in live trading from EA backtesting results, what might be the reason and how can I fix it? The spread used is the same as the time traded, but I get different results in entry hence affecting the results, how can I fix this. The EA is supposed to be opening pending trades at specific time, any help will be appreciated. Thanks in advance.
Testing trading strategies on real ticks
Testing trading strategies on real ticks
  • www.mql5.com
The article provides the results of testing a simple trading strategy in three modes: "1 minute OHLC", "Every tick" and "Every tick based on real ticks" using actual historical data.
 
The spread is the same? Most brokers are variable.
 

Entry price in live trading may be different from the backtesting results in the following cases:

  • your EA is for MT4 (and it is almost always different; if not so it is the subject to the discussion on the way to the following: "which special technique do you use to be the same ...");
  • bug in your code;
  • martingale/hedging - it depends on the many factors, such as the following: number of ticks used, time/hours/min to be started to trade, data quality provided, and some more.
  • more.

Testing trading strategies on real ticks and the explanation is on this post

PriceChannel Parabolic system
PriceChannel Parabolic system
  • 2017.02.13
  • www.mql5.com
Some people asked me on the other forums about re-enter. But I am not using any indicator for re-enter...
 
William Roeder #:
The spread is the same? Most brokers are variable.

The spread is the same confirmed this with the broker

 
Sergey Golubev #:

Entry price in live trading may be different from th backtesting results in the following cases:

  • your EA is for MT4 (and it is almost always different; if not so it is the subject to the discussion on the way to the following: "which special technique do you use to be the same ...");
  • your EA is for MT5, and you are backtesting your EA on some backtesting way other then real ticks.
  • bug in your code;
  • martingale/hedging - it depends on the many factors, such as the following: number of ticks used, time/hours/min to be started to trade, data quality provided, and some more.
  • more.

Testing trading strategies on real ticks and the explanation is on this post

Noted thank you, and is there a way to reduce such differences in MT4? I am using MT4

 
Jones John #:

Noted thank you, and is there a way to reduce such differences in MT4? I am using MT4

The way "to reduce" (to know how EA is really performing) is to convert it to MT5, and to backtest with "every tickbased on real ticks".
And it will be same as live trading (for this broker).

Any other situation may not be related to real trading at all (just my opinion sorry).

It is well-known knownledge (we know it during the more that 10 years here).

Reason: