QUANTCONNECT COMMUNITY
Hi all,
I've ran my algorithm for almost all of August now (it simply buys stocks at the start of the month and sells at the end), and now I have backtested the same code for August but I am seeing better results in the back test.
The two only shared 1 stock in common bought (out of 6). Any ideas on why there are discrepancies between the two? I understand that the backtest and live will be different but I want to see if I can mitigate any differences.
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Pcnpj
Just read the forum post about live reconciliation (cool). My live run currently does not have that up to date, i'll rerun it for September and keep an eye on it.
However, this I don't think this is an issue with the difference in data of stock but the selection of stocks? Any ideas? I am expecting the same stocks to be bought between backtest and live run?
Pcnpj
Read the common differences section in the Reconciliation Key Concepts documentation and the only thing I can think is because of Universe selection differences which gives the live algorithm 9.5 hours to add/remove different stocks to my universe.
Thoughts?
Gahl Goziker
Hi Pcnpj,
The differences might indeed be caused by universe selection differences. However, to be certain, we need to receive a Private Support request via the support tab with the live trading log attached.
The Private Support tab is the 5th tab in the terminal’s sidebar. Private support can also be accessed by contacting support@quantconnect.com.
Please see this video for reference on submitting a support request.
Best,
Gahl Goziker
Pcnpj
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 QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect 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. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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