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calmger

Member

Posts: 18

Joined: 1/1/2016

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Subject : RE: Discrepancy between simulated and TP trades
Posted : 9/19/2016 8:10 PM
Post #36489 - In reply to #36488

Hi Steve, Brian, and Barry.

Thank you for your efforts to help me.

Brian and Steve, I appreciate your notice with regard to the ability to trade uneven lots with IB
not suffering of bigger slippage. Now I am thinking to test this opportunity.

However a rounding to 100 stocks cannot explain why in simulations and real trades different stocks are used.
So it is not only discrepancy in number of stocks in position,
but different from simulation stocks are sent to trade. You can see it in My Excel file. There are 4 examples,
when stock can be found in simulation (EWZ,SIRI) and was not traded by TP. Also conversely stocks were sent to TP
and traded (PCAR, ARCO), but never appeared in simulation.

Barry, it seems to me that since I started trading in real account I did not touch any settings. I paid a special attention
to this because you warned me in February 7 months ago.

I had a long test for 7 months (Feb 2 - Sep 2) trading in IB paper account. I started having $35K in both simulation account
and in IB paper account. I was watching how a discrepancy
between simulation and real trades were growing, and could not find any explanation. Finally real trading in paper account
brought me somewhat 45% annualy, while simulation did 95% annualy. I would say it is huge discrepancy for 7 months.

I did not change any settings in account within this time period.

With regard to "Trading Starting Balance" once the account is created with $100,000 later the web site does not allow
to change it when you decide to trade this account. The web site allows to type "Trading Current Balance" only.
So I changed to $60,000 and started trading.

However my IB account had $67,144. I did it with a purpose to have some additional money on real account to avoid
the situation when IB can reject the order. I have a delay to open orders 30 seconds, but a couple of times orders to open
were rejected, so I open manually and selected to go with Omnivest.

Barry, your explanation is based completely on the fact that the discrepancy can be caused
by following account settings changes. While it is reasonable in my case it cannot be explanation because
I restrained to make any changes.

So I have a concern that Omnivest has some deficiency in program code or in the logic.

Brian and Steve do not confirm though...








Deleting message 36489 : RE: Discrepancy between simulated and TP trades


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