Backtesting differences on forward testing

[oilfxpro]

Hi

We backtest and forward test expert advisors daily .There are several factors which account for the difference between backtesting and forwardtesting

1)broker acts a bucketshop and raids stops/fill orders at prices away from the price.These differences are not shown on historical data.

2)spread widening during news time will see stops getting hit ,but this spread widening is not shown on historical data.

3)spikes when platform freezes.If platform freezes demo accounts ,may not get fills but the historical data will show only the spread and prices on broker's platforms.Priority is given to live accounts over demo accounts

4)Requotes and context busy may result in non fills on live accounts whereas data will show fixed spreads/prices

Try and trade strategies on longer time frames with stops and fills far away.


Backtesting can also be useless if market conditions for EAS change

OILFXPRO

[oilfxpro]

Hi

Backtests can be totally useless .An expert advisor can be coded to read
certain daily prices and backtest accordingly.This can lead to manipulated fictitious backtestds .These tactics are used by Expert advisor scammers

To get far superior returns on backtesting .just eliminate the spread from backtester or use backtester on a lower spread currency and data, finally edit the backtester reports .

Now u can become a scammer selling expert advisors

OILFXPRO