03-28-2018, 10:26 PM
This does not seem normal, if I change the data set's time by just 3 hours, the trades being executed 3 weeks later are different than the original backtest. This was a backtest using 3 min candles and my own strategy using a tulip indicator. I've created several strategies with amazing backtest results but when i run the strategy live its hit or miss, usually miss. Is this due to tulip indicators not working properly?
Also when I removed all indicators and just created a strategy based off statistics/ price movement using no indicators this problem did not reappear.
Also when I removed all indicators and just created a strategy based off statistics/ price movement using no indicators this problem did not reappear.