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Jim Dean

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Posts: 1059

Joined: 10/11/2012
Location: L'ville, GA

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Subject : RE: Discrepancy between simulated and TP trades
Posted : 9/20/2016 6:47 AM
Post #36491 - In reply to #36490

Here's my two cents:

Simulation is - simulation. Not real world. Similar to real world. So, don't expect the two to match - doing so creates headaches not profits. Simulation is intended for testing and development and making design choices - doing A vs B comparisons - where A and B are both simulations.

If you have a (healthy) concern for the how's and whys and reliability etc of the live-trading side of OV, then focus your time and study and questions on "why did OV make such and such a decision" without trying to compare it to simulation runs that are NOT supposed to track with it, for a large number of (unavoidable) mathematical/logical reasons.

The same goes for OT/VT or any other trading platform that does both historical simulation and also live trading. The two will not be precisely the same.

Shorter and more pithy:
Study the apple. Don't compare to the banana.
Deleting message 36491 : RE: Discrepancy between simulated and TP trades


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