python backtrader help
Pago na entrega
have a forex system I wrote for backtrader, and backtested it over 3+ years and it looked really solid. When I deployed it live on IBKR, it still made money, but was wildly more volatile than anticipated via backtesting.
As backtrader runs, it archives the live data it’s pulling (not sure if it does that for everyone, but I have it do it for backfilling / warmup purposes). And when I ran the script against that data, the system showed fewer, and better signals than it did live.
Is this a problem endemic to BT, or IBKR ? Both? Do you have any familiarity with this issue?
Since my code is exactly the same for live vs backtesting, I must assume that there is some way that BT’s “live” data processing varies from backtested.
I am happy to pay someone to fix this so that BT processes the live data the same as it's been processing my backtested data.
ID do Projeto: #31434367