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Published 20 hours ago • verified publisher icon jamesmawm

WARNING: Please only use this Algorithm as a test strategy not as a Live strategy .

Open developeralgo8888 opened this issue 4 years ago • 1 comments

I tested this simple HFT strategy on a small account with IB both on Live Account and Paper Account not Demo Account.

Pairs tested: EURUSD & USDJPY on 24 hours period

  1. On Live Account : 98% Losses, 2% wins on all trades ( 62 trades)
  2. On Paper account : 96% Wins , 4% Losses on all trades ( 60 trades)
  3. No DEMO account testing ( Demo account contains replayed back market data so its not useful for any type of testing )

Both Live and Paper account from IB use the same realtime Market Datastream and only differ in execution . Live account executes a Live trade while paper account simulates the execution but does not open a live trade. So what's the difference between this two accounts at IB . I could not find any difference on configuration of both accounts.

May be you can share some insights ?

developeralgo8888 avatar May 03 '21 14:05 developeralgo8888

When a trend occurs, the win-side order may not be fullfilled. And the loss-side order may be fullfilled. So , the winrate is vary low and the loss rate is very high. Maybe you should change your order placement strategy.

stopium avatar Aug 20 '21 07:08 stopium