SteveL Veteran   Posts: 262 Joined: 8/19/2005 Location: Boulder, CO  User Profile | Joe, I made a significant change 5/23/2018. Since that date, here is a comparison of completed trades: ... 25 portsim trades ... 22 actual trades ... 19 trades in common in actual and simulation The 19 common trades (same trade dates in actual and portsim) track very closely w.r.t. entry/exit prices. Sometimes actual trade is a little more, sometimes a little less. The leverage problem I mentioned in a prior post is responsible for missing 3 of the trades that were taken in PortSim, and for undersizing trades. There were 2 trades where the signal disappeared, and a couple others where the trade was delayed by 1 day in PortSim. The leverage problem accounts for the bulk of the difference in results between actual trading and portsim. NOTE: It's possible that there is an operator error - I am simulating with MOC entries and exits, and actual trading is with MOC entries and MKT exits. BTW, I'm switching to MKT orders for both entries and exits. I'm looking forward to the PR that Angela indicated (in another forum thread) was coming soon, and hoping it fixes the leverage problem. | |
