Hi all,
Here a subject that i would share with you.
The idea is to find a solution at this annoying problem.
The fact :
When you are backtesting or optimizing a strategy, the Trading Station load historical data to play the strategy on the demanded period.
When you are in real life and you are playing your strategy, data are arriving in live.
Here the "hic" : if your internet link is bad or poor quality, datastream received is not complete. Some information are lacking and your datastream is incomplete.
I have done a lot of tests and i can observe (daily) these differences and, at final, the real strategy and the backtested strategy that give different results.
Used indicators are static (not dynamic ones).
So, my questions :
- Have you observed this issue ?
- Do you have an idea to correct it ?
The main concern is to obtain in real life the same result than in backtest/optimization life.
Regards,
Scrat.