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Dear Mr Skate, when this happens, i then go a step further: why?Backtest vs real should match but for known cases: missed buy,missed sell or obliged to sell at market after the open,and human error like typos etcWhen they do not match after these corrections, it usually means you are looking forward in the code or similar and the explore results change with timeI do not sleep well with live systems which do not match their backtests after correction for known factors
Dear Mr Skate, when this happens, i then go a step further: why?
Backtest vs real should match but for known cases: missed buy,missed sell or obliged to sell at market after the open,and human error like typos etc
When they do not match after these corrections, it usually means you are looking forward in the code or similar and the explore results change with time
I do not sleep well with live systems which do not match their backtests after correction for known factors
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