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BrianD

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

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Subject : RE: Discrepancy between simulated and TP trades
Posted : 9/19/2016 11:16 PM
Post #36490 - In reply to #36489

Few thoughts:

I always found IB data for paper trades to be questionable. IB could not give me a solid answer why, at a minimum, it would not publish Open and Close numbers (which is what OV uses) accurately, except to say it was a paper account. In real trading, I (and others) have tracked slippage for a long enough periods to believe, on average, at least using IB Smart, I do better than published OV Open and Close values over time. So you may be wary of using paper in drawing empirical conclusions.

You said you had 60K in Simulation and 67K in account. I'd defer to Barry's followup on this, but I believe this is where they separated; Simulation was looking to allocate 60K, TP was looking to allocate 67K. Maybe that's what they did on the 7th. And they diverge from there...For me, any time I have not reset an account to have both exactly the same value in all fields, Live and Simulated have gone their separate ways.

However, I still find Sim and Live will have divergences. Nature of the trading beast - slippage, lack of availability, market price changes, (as well as account settings) etc. I overcome some of this by favoring large volume, highly liquid stocks. But I hate to see different symbols between Sim and TP live and have been down your path of concern. Happens once in a while, usually at full allocation, and I can usually find a root cause. But as I said earlier, it always levels out and gets back on track.

But as they say, stay vigilant!
Deleting message 36490 : RE: Discrepancy between simulated and TP trades


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