I am testing one strategy where backtest signal , shows different time than the deployed one for the same date stratergy and same stock.
I observe the backtest shows fist signal as 9:16:00 but in live deployment it show 9:19:11 . why signal is skipped or delyead , its looks like a bug.
Generally, the difference is because the Time listed in the Backtest result is the Open time of a candle. And on live deployment, you get a signal when the same candle closes. A 5 min candle Open time will be 9:25 and Close time would be 9:30 AM. The signal is sent on the same candle and not 5 min late because if your condition became true at 9:25 AM in backtesting it means that the 9:25-9:30 candle has fully formed and then specific indicator or price action based logic computed on the same to check whether your condition is True.
Now you may ask, “Why do you list the Open time of the candle and not the Close time?”
This is because the chart X-axis shows the Open time.
Look at the above screenshot, check the time listed of the first candle. Its 9:15 AM. But the market opens at 9:15 AM, how did we get a 5min OHLC at 9:15 AM itself?
Well, its actually the 9:15-9:20 AM candle, where we the Open(O) at 915 and (C) at 9:20 and High(H) Low(L) in between. So If you were to calculate the RSI value for this 9:15-9:20AM candle you will be able to do so after it has formed i.e @ 9:20AM, and this is when you would have received your live alerts. But the backtest result would list the trigger time as 9:15 AM.
Hope this gives you a better clarification.
Also, read this article on how to understand backtest result
Having said that I am not sure if this is the same reason for the difference that you see. Can you share this data with the support team at [email protected] so that they can look into this?
The probelm still persist as the diffrence is more than 3 mins for 3 min candle stragergy.
1: There is huge gap between the buys alret of backtesting and actual/paper trade.
backtest show buy at 11:54 where as paper trade gets the alert at 12:03 .
Why there so much difference for the same date and strategy
2: The no. of buy alret are much high in backtesting in comparison to actual /paper trade for the same date and stratergy. Din’t understand why ?
Screenshots attached please help with issue .
Hi @Imran_niazi,
3 min delay for a 3min candle means you are talking about the difference between Open and Close time of the same candle as explained above.
