AlgoCloud - live vs demo - trading log differences - Important

Hi,

I connected a Live account and started testing the behavior of strategies live vs paper on Alpaca.

I started the same strategy, on 2 accounts, both starting the same day from 0 trades. I see a difference in the logs. 
In the end, I'm getting different signals and trades in Paper Log and different in the Live Log.

I suppose there are different procedures implemented there.

To show the difference I divided the log in my notes .txt into "runs": 
- 1st run looks the same (it is checking and filtering by condition #1). 
- 2nd run looks different:

REAL is starting from condition #2:

image.png


But DEMO is starting from condition #3:

image.png


I see some next differences, because of the above I stopped further checking and waiting for your info on what is correct.

I sent the logs in 2 versions: the original and divided into Runs by my notes.

Best regards,
Michal

PS. Please add a project AlgoCloud to your ticker system. I don't know how to report tickets about it, I'm choosing Algowizard for now :)


Attachments
strategyLog_DEMO_NOTES.txt
(334.70 KiB)
strategyLog_REAL_ORYGINAL.txt
(318.54 KiB)
strategyLog_REAL_NOTES.txt
(318.75 KiB)
  • Votes +1
  • Project AlgoWizard
  • Type Bug
  • Status Fixed
  • Priority Normal

History

m
#1

Michal

27.04.2023 11:26

Task created

m
#2

Michal

27.04.2023 12:29

Attachment strategyLog_DEMO_ORYGINAL.txt deleted

Attachment strategyLogDemoOryginal.txt added

strategyLogDemoOryginal.txt
(334.44 KiB)
E
#3

Emmanuel

27.04.2023 13:25
Voted for this task.
TB
#4

Tomas Brynda

15.05.2023 11:19

Status changed from New to Fixed

Hello Michal,

the order of the logs doesn't matter, because the calculations run asynchronously and the order of the logs may change during every run.

I have checked the logs and the computed values match which is important.


I can see a difference in the calculated position score though. I think this was caused by a problem in our historical data at that time.

Around 26/4 we discovered a bug which caused some symbols not updated properly in our database. 


Best regards,

Tomas


m
#5

Michal

15.05.2023 16:07
Thanks for your check.

I deployed today the same strategy on both accounts (paper and live) and is working properly/with the same signals :)





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