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robin997 - 11/30/2018 10:40:36 PM
Inquiry on live test evaluation

As I look at the live evaluation of past strategies, I see that live results and the backtest are two different lines - may I know why that is? My assumption is that the live evaluation is done with actual slippage and commission? since I couldn't find any documentation within the code...

Thank you very much,


Eric - 12/3/2018 10:07:28 AM
RE:Inquiry on live test evaluation

This is by design.  We like to show the results of the backtest, where the quant has access to the data, and the live test, where we provide the most recent market data.  For the live test, we do apply the slippage to each transaction.