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I have a very simple strategy that I've built with Strategy Wizard that is set to calculate on bar close. Upon a Stochastics cross in direction of the trend (per EMAs and MACD), it is written to enter a market position. I have the strategy enabled (Strategies tab) for both my live and sim account on the same instrument and contract date with exactly the same settings within the strategy. I am using a custom proprietary bar-type (which appears to be some sort of unirenko). Sometimes the strategy kicks off a trade in Sim but not Live, and sometimes vice versa. What could be causing this?
Also, as a side issue, I have read a lot about being cautious using Unirenko bars when backtesting with Strategy Analyzer. But if my trailing stop loss is set to not fall within the current bar unless price reverses (in other words in a long trade, the stop will always be below the open of the next up bar), won't the test results be as reliable as with any other bar type?
Vicki
Can you help answer these questions from other members on NexusFi?
1. Try to duplicate the strategy, use one on sim and use the other on the live account, does that fix your problem ?
2. The only accurate way to test on renkobars is to do a market replay
1. copy the strategy, make it two different files with 2 different strategy names
2. in the past i did a lot of back-testing on renko's (due to the ATM strategy
that was advocated on one of the threads), it simply was not realiable in
strategy tester, only reliable test = replay, trust me ;-)