Backtesting Vs Live Trades

NexusFi · 2016-05-05T10:45:51-04:00

In regards to how the 15% of orders were. they were scattered. But about 2-4 x my estimate on slippage, i did have some really hurt though 10 x+. I suggest you learn to make algos on any single time series like futures, stocks or FX before dealing with options based strats. They are much more complex and require a hell of a lot more software/hardware. I have a thread i started here dealing with that, basically no retail package fitted my needs. So we had to go enterprise level and build out from there. Thank …

Discussion in Traders Hideout

Updated May 5, 2016

Backtesting Vs Live Trades

May 5th, 2016, 10:45 AM	#41 (permalink)
fiverr Calgary Elite Member Experience: None Platform: TradeStation, MT4 Trading: ES, Stocks Posts: 73 since Aug 2015 Thanks Given: 4 Thanks Received: 11	Hi there, I am planning to compare the live results vs. backtesting results using minute by minute results. I am certain that someone in this forum has done this before for MC or TS. I don't want to reinvent the wheel. Can you share some insights with me and the rest of us in this forum?