My algorithm places trades in backtesting, but when doing live paper trading with Quantopian no trades are placed. Why would trades execute in backtesting differently from live paper trading? What are the possible causes of this, and has anyone encountered this issue before?
Hi James,
That's a tough question to answer without being able to see the code. Would you be willing to share a backtest? If not, are you using Fetcher? It's possible that the file only has data available historically.
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James,
Some other possible sources could be a different starting capital base or a scheduling logic that simply hasn't been reached yet in paper trading. Does your algo rebalance monthly or weekly?
Disclaimer
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 Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.
Since I asked the original question I've stopped and restarted the paper trading, and now it seems to be making trades. I'm not sure why initially paper trading and back testing for the same day showed different results, however, after comparing yesterday's results with back testing the issue seems resolved. I'll continue to monitor.
I'm not using the fetcher. Essentially, I’m creating trigger points using data.history, then IF statements to execute/liquidate against a defined set of stocks. It's intended to run minutely and therefore rebalances ~5 times a day,
I'll keep monitoring to see if results continue to track, and follow up if they do not.
Thank you for your help!
-James
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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 Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.