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Im creating an automated strategy using multicharts. I know back testing doesn't tell the full story but what about foward testing on a IB sim account compared to a IB live account.
How much error could I expect with the sim account?
This is using futures markets ie 6E 6A CL and SPI APM2.
Only single contract.
If you use the IB paper account feature, your platform will think it is "real". And I've always thought the IB paper account is pretty accurate, as close as could be expected by anything other than cash.
I trade stocks only; and I have a couple of automated strategies running in parallel on both real and paper account.
Normally paper account matches real account, however there are some significant discrepancies, especially on market-on-opening orders.
