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BrianD

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Posts: 302

Joined: 2/23/2013
Location: Grand Rapids, MI

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Subject : RE: Discrepancy between simulated and TP trades
Posted : 9/18/2016 10:16 PM
Post #36480 - In reply to #36479

In taking a quick look, your first discrepancy date was 7-9. TP Live order for NFLX was executed at 300 shares - Simulation only executed 200 shares of NFLX. And 100 shares PCAR was executed Live, but no Simulated position for PCAR, net ~$16,000 difference in allocation across Sim/Hist – big difference...

Different Values in Trading, Current and Simulated account balances often cause this. Were all balances set with the same $$ value on Sept 6th? Net, if OV/TP finds it has 16K more to spend, it will. If OV/Simulation has ~16K less, it will Simulate different allocations and even symbols. Especially when using Share Rounding - one NFLX lot was worth 10K.

Note too that a broker may cancel an order, overnight prices do change, etc. These all create discrepancies, especially when the account is running fully allocated. However, for me in my experience and based on my settings, my accounts balance out quickly and Sim/Historical get back on track again.

I too like to validate my Strategy/Portfolio/Account performance expectations by seeing Sim and Historical track 1:1. I watch closely and see a discrepancy once in a while, but overall my account Simulations to Historical track closely, within +-2%, with a high TPM rate. I use IB too.


[Edited by BrianD on 9/18/2016 10:18 PM]

Deleting message 36480 : RE: Discrepancy between simulated and TP trades


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