Although the system does a great job providing analysis for back-testing, can we get the same analysis as live trading?
As a strategy is back tested we get an estimate of what to expect. We understand that real life doesn't always match, however, if we transition to the strategy monitor and signals are created, filled, cancelled, etc.. We don't really have the same analysis for the results of the same strategy when go live as compared to the back tested results.
This might require more interaction with the account on record, pulling transactions in addition to the executed signals that WL created. In addition this permits the success based on different Strategies or different versions of the same strategy. in addition to tracking trades that were manually created through other tools since WL is not aware of it.
If there are other means to do this, please offer :)
As a strategy is back tested we get an estimate of what to expect. We understand that real life doesn't always match, however, if we transition to the strategy monitor and signals are created, filled, cancelled, etc.. We don't really have the same analysis for the results of the same strategy when go live as compared to the back tested results.
This might require more interaction with the account on record, pulling transactions in addition to the executed signals that WL created. In addition this permits the success based on different Strategies or different versions of the same strategy. in addition to tracking trades that were manually created through other tools since WL is not aware of it.
If there are other means to do this, please offer :)
Rename
QUOTE:But you do!
We don't really have the same analysis for the results of the same strategy when go live as compared to the back tested results.
Download your live trades and use a Trade History Strategy to read and analyze them just like any other. New Strategy > Trade History Strategy and then F1 for more information.
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