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 have gone to backtesting YTD to check my strategy against real results, real trades. For two years 2015 and 2016 they did well.  Within 1-2%.  However in 2017 a major problem occured that I am trying to find an answer to.  My real results were just below 20% when the backtest results were 96%.  When I check the details of the strategy in the backtest there are several weeks when stocks show on the backtest details that never came up on my strategy to buy.  The first thing I did was to start running my strategy 3 times a week and then checking back to see if I could find these stocks.  Sometimes I could but sometimes I could not.  It looks like one anomoly that made a big difference was trading on Friday vs trading on Monday.  I trade on Fridays. This still does not answer all the missing stocks but some of them.  I am working with Zacks on this problem right now and actually have a call with them today. I will keep this updated and it may help answer your question.

I still backtest several years results but not as much as I used to.  


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