Do buy/sell signals generated in algo trading differ in backtesting and live market?

If my backtesting of algorithm trading, showing good profit, does it really give profit in live market? I mean do buy/sell signals generated in backtesting (historical data) and live market differ with same algorithmic stratergy ,especially if I use candle in my strategy?

Backtesting results and Real time trading in live market results may not be same,

In real-time trading the order is filled according to market dynamics on Bid and Ask prices or LTP taking Volume into account. The order may not be filled in real-time trading because of insufficient volume.

In Backtesting and real-time strategy calculation (real-time simulation or data playback) the order is filled on the main data series price without taking Volume into account.

A single tick difference between real-time and historical back filled data can generate completely different looking charts. This in turn would impact the calculations of your strategy.

the signals generated in back test and live market will be almost same if you are using at end of candle,

it differs if the strategy is not based on end of candle

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Why there is a difference in the back testing alerts and alerts generated at real time? I can see too many alerts getting generated at real time but in back testing there are very few (Inspite of Using end of candle).

Alert Screenshot

Backtest Screenshot

@nithin @AlgoGeek

Let me know if any correction is required from my side?

As backtest signals is done on historical candles data of OHLC values generally on CLOSE of the candle , where as in create scripted alerts gives the signals based on the Last traded price LTP as repainting of the candle happens on the current running candle there may be few signals get generated on alerts on live but not shown on backtest.

Thanks for the clarification but how do we over come this is my question.?