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My algo uses the fine and coarse filter to select its tradeable universe each day. The universe usually drops and add a ticker symbol about twice a month. I started live trading last month and it has not been trading accordingly. The live algo has removed a symbol and added a new one from its the universe while the backtest over the same time did not. This makes all my testing and backtesting inaccurate. Does anyone know why this is happened or how I can have my live trading match my backtest?
It is a simple equity buy and hold algo with a dynamic universe that updates each day. Most of the days the universe remains the same. I am using minute data and there are no technical indicators used in the coarse or fine filters.
Mak K
Hi Shan,
This might be due to differences in the live and backtest data but honestly it is very hard to say without seeing the code for this.
If you are unable to share the code then I would suggest that you send an email about this to support@quantconnect.com
Thanks!
Shan Dev
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