My EA passes the strategy tester but fails forward testing. - page 3

[algo369]

Isaac Uriel Arenas Caldera:

The strategy that I am currently developing performs very well in the strategy tester, but when I do forward testing it fails.

How can I shorteh the gap between strategy tester data and forward testing?

Solid thread already, and the real-ticks + realistic-cost advice above is worth doing. But before you tune spread/slippage, I'd separate the two failure modes, because they need opposite fixes. Take your exact current settings, re-optimize nothing, and run them on a date range you never touched during development (true out-of-sample). If the curve just degrades, it's mostly an execution/cost gap you can model with real ticks and honest commissions. If it flattens or flips sign on unseen data, the edge itself is fit to the optimization window, and no amount of spread tuning saves that. One honest question: were these parameters hand-chosen from the strategy logic, or did the Optimizer pick them on the same history you're now forward-testing? That single answer usually explains the gap.