Has anyone compared the results of actual testing backtest screen results with buying the stocks in a virtual trading account for say 3 months and compared the results to see how much difference there is between the two?


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TWQS1
at 01/11/18 2:49 PM : RE: virtual trading vs backtest

Norman
at 01/11/18 10:32 AM : RE: virtual trading vs backtest

donihue
at 01/10/18 12:58 PM : RE: virtual trading vs backtest

TWQS1
at 01/04/18 9:16 AM : RE: virtual trading vs backtest

DrewM
at 12/06/16 12:03 PM : RE: virtual trading vs backtest

TWQS1
at 01/22/18 7:37 AM : RE: virtual trading vs backtest


I buy and sell every 6th market day.  So I don't follow the Monday buying approach.  My average APR is approximately 56% using just RW. 

The Friday versus Monday discussion is real but of no actual consequence in my opinion.  If you get a trade signal to buy or sell in any software your actual fill will sometimes be better and sometimes worse than the price that triggered the signal. 

I used to think the way temn8er does.  Not anymore, after I had a wake up moment.  The point of any trading strategy is NOT our ability to mimic backtest results.  The point of backtest results is to evaluate whether strategy A is better to trade than strategy B.

Take the backtest APR and reduce it by expected trading costs and an assumed slip per turn.  Say strategy B comes out on top with an APR of 80%.  Paper trade it if you are cautious.  Use money management techniques for drawdown mitigation.  And whether real or paper if you only realize 56% are you really that unhappy.


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