Hello everyone, I'm new to the algo field at Tradstation.
After many tests of indicators I saw that there are very good results in backtesting for 5 years back in MES futures contracts. I used a combination of MACD and RSI in Intraday trading with 15-minute candles, exiting with a dollar trailing stop after optimization. After 3 days of the automation in the Simulator, I noticed that there was a huge gap between the actual results of the simulator trades and the results of the backcasting for those same days. Which makes my strategy look not believable at all. What is the reason for this gap in results? How can a problem be overcome in order to trust the strategy I am building?
After many tests of indicators I saw that there are very good results in backtesting for 5 years back in MES futures contracts. I used a combination of MACD and RSI in Intraday trading with 15-minute candles, exiting with a dollar trailing stop after optimization. After 3 days of the automation in the Simulator, I noticed that there was a huge gap between the actual results of the simulator trades and the results of the backcasting for those same days. Which makes my strategy look not believable at all. What is the reason for this gap in results? How can a problem be overcome in order to trust the strategy I am building?
