Is there a report or way to look at backtest vs. live(or paper) trading results? This would give me the ability to look at how the ideal compares to real world results. To look at slippage, NSF, and other execution anomalies.
Rename
There isn't a combined report, but you can create/run a regular backtest and compare it to a "Trade History" strategy's results. For the latter, you need your trades from the broker in an ASCII format and connect the "TH" strategy to it.
To expand Cone's idea further, finantic.ScoreCard comes with a handy strategy Compare Tool:
https://www.wealth-lab.com/extension/detail/finantic.ScoreCard#screenshots
https://www.wealth-lab.com/extension/detail/finantic.ScoreCard#screenshots
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