Same code, but different reports, why?

 

Hello to all

A code is backtested on two separate accounts. Both accounts are with the same broker. The history in the tools were updated on both accounts. The only diference between the two accounts is that one account is LIVE, the other is a DEMO, but the reports are different. The number of trades, net profit, etc. are all very different. So with further investigation, when I compared the results, the DEMO did not display the Sunday hourly timeframe and most of the hourly timeframes for Monday are also missing. ( Days that were tested were 06-01-2011 to 06-17-2011).

One other discovery was that the backtest started when it should for both and they both ending with the same timeframe, but the timeframe that they ending at, was 06-10-2011. A whole week is missing.

I am puzzled with the results. Any explainations?

Regards Huckleberry

 

a) History is not the same, copy the files manually from one account to the other

b) minlot, maxlot, spread, min_stoplevel, freezelevel, commision, and swap might be different for demo and live accounts.

 

Hello ZZUEGG,

Thanks for your fast results.

You are correct. The DEMO history does not have the timeframes that are in question. But I do not understand your request. ( Copy minlot, maxlot, etc.)

The trades happen precisely at the same time, ( except when there is no timeframe to be tested), the DEMO will eventually come into sync with the LIVE trade timeframes after a few trades. (Later in the Monday timeframe).Then the two go into step precisely as they should. They begin trading at the exact same moment. The net P/L could be slightly different because of the commisions, I can accept that. I just do not understand why the history, Sunday and Monday is missing within the DEMO, which tilts the results between the two accounts.

Thank you for your info.

 

Hello out there

Still looking for more info please.

Thank you in advance

 
As zzuegg said on 2011.06.17 21:50

what are the values for: minlot, maxlot, spread, min_stoplevel, freezelevel, commision, and swap . . . . for the demo and live accounts ? can you list them please ? one list for Demo, one list for live

 

I am sorry for not getting back sooner. Thank you both for the fast response.

I am lost a bit with your questions (RaptorUK and zzueg). Not your fault. I am confused as to where and how a person could get this info. I do understand the code which I am using.

Are you asking info the broker would provide????

Regards Huckleberry

 
You can get all the informations trough the use of the MarketInfo() function.
 

You can get a list of all those things that could be different, but that's only the tip of the iceberg.

So let's just say LIVE and DEMO are different, which means the results are guaranteed to be different as well.

 

I hear Strategy Tester uses the current spread. So, the results can vary depending on what time of the day you run the Tester.

:)

 

Thank you all for the info. And what I have gathered, if I have been backtesting with the DEMO version for the last 18 months, the results mean nothing because the LIVE and DEMO data are different. I need to backtest with the LIVE if I want results that comes close to the truth.

Thank you again zzueg pointing out MarketInfo () function.

Regards Huckleberry