HI, I’d like to grasp why there’s a distinction with the time (order execution) in backtest vs dwell market ?
There’s a distinction of few seconds between the precise sign happens on chart and your order punch in dwell commerce, irrespective of how briskly your system is,Additionally the market and restrict order slippage is an element too.
Simulated backtest or paper commerce occur on chart sign level as they don’t have punch the precise order, as an alternative simply acquire the information factors to indicate the commerce report.
Hello @karthik_subramani
It ought to be famous that there is no such thing as a time distinction in Entry/Exit with regards to backtesting and deployment (besides if you’re utilizing the Multi Timeframe perform). Streak generates triggers solely after the closing of the candle. In backtest, the opening time of the candle is displayed because the set off time, and the open worth of the subsequent candle is taken into account because the set off worth. In deployment, the set off might be generated after the closing of the candle and the entry worth will rely on whenever you act on the alert and the volatility within the scrip, and so on.
For instance, in case your circumstances are matching on the 9:35 5min candle, then in backtest the open time of the candle might be proven because the entry set off time i.e. 9:35 (to take care of consistency with the charts) and the open worth of the subsequent candle i.e. the open worth of the 9:40 candle might be displayed because the entry set off worth. And in dwell deployment, entry might be triggered after the closing of the 9:35 candle i.e. at 9:40. You’ll be able to seek advice from the under hyperlink to be taught in regards to the Candle formation and Backtest in Streak-
Streak Tech – 16 Might 22
Understanding candlestick formation and backtest ends in Streak
The proof of pudding is in consuming and this could rightly be the method for anybody concerned within the capital market. Being skeptical about issues associated to cash would assist…
Est. studying time: 6 minutes
Nonetheless, in the event you really feel that there’s a discrepancy the place the circumstances aren’t true on the charts and nonetheless an alert was generated then do write to [email protected] with the technique hyperlink and the order log of the deployed technique, and the crew will look into it and help you with it additional.
If you’re utilizing the MTF perform in your technique then the triggers may be totally different. You’ll be able to seek advice from the under hyperlinks the place we have now defined this intimately –
https://assist.streak.tech/create_advanced/#multi-timeframe-functions
@Vasu_patel Thanks for reply.
I’ve one other query with respect to the distinction.
So I’m choosing Dynamic Name Contracts (refer the screenshot 1). the contract picked on 12 could 10:09 AM is “NIFTY2351818250CE” (refer the screenshot 2) however whenever you examine the value vary within the chart it’s not close to to the entry sign worth. are you able to please inform me why is that this occurring.
@karthik_subramani
The present day dynamic contract knowledge will get up to date by 9 PM on the identical day. Thus, simply re-run the backtest after 9 PM as we speak and you will notice the up to date and proper set off worth.
If the identical costs are mirrored after re-running the backtest after 9 PM, then do let me know and I’ll look into this and help you additional.
took this screenshot as we speak “26-05-2023 09:59 AM “
I’m testing out my methods in paper buying and selling.
couple of my methods executed purchase commerce yesterday and people contracts expired yesterday itself (Market Shut) however in my streak dashboard it’s nonetheless displaying it within the “Entered” . are you able to please inform me why that is occurring ?
@Vasu_patel Please assist me out right here
Sorry, simply couldn’t resist injecting some humour based mostly on the query “Why there’s a distinction in Backtesting vs dwell Commerce?”
In principle, there is no such thing as a distinction between principle and apply,Whereas in apply, there may be.