QUANTCONNECT COMMUNITY
Hi community:
I just launched my first live and I saw there is some discrepancies between the live trading and backtest. So I started with some trades in live trading and I am expected to see the exact same or very similar when the same algorithm comes to the backtest. But I see them 90% different in terms of stock choice.
Is this normal? Is my expectation realistic? If this is what I am looking for, any thing I can do with the algorithm to make this work?
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Varad Kabade
Hi Kenken,
It's common for there to be performance discrepancies between live trading backtesting. We discuss these in our documentation here. We recommend adding more logging to the algorithm in live mode in order to gather information to compare against backtest. For further issues regarding live trading, contact support@quantconnect.com with the live deployment attached.
Best,
Varad Kabade
Kenken
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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