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GM! Noob here.
I have an interesting situation. I made a strategy that in live takes a small loss. However, when I use it on a chart loaded from tick replay data ( say: data series -> tick replay <check> -> days to load <7>) it fares soo much better.
Is that backtesting it? What is the difference in live trading - that does more losses than wins - and tick replay on the same data set?
Thanks guys!!
have a good weekend!
Can you help answer these questions from other members on NexusFi?
I suggest you look at you back tested trades and look to see if the entries and exits are being traded though the price. Meaning if you are long the ES with a target at 2500 is it trading to at least 2500.25 before turning? In demo environments the fills are filled quicker than they would be in live trading and you will often see entries that you can get filled in for a quick winning trade in demo that you would not have been filled in live markets. This can really skew results and cause you to get overly excited about a strategy. Good luck!
