I'm not sure if this is worth asking so apologies in advance. I have been searching and can't find anything very similar in automated trading.
Today was was messing about by having a Chicago hosted bot of mine (scalper that uses uses a little ML code) :
A. Send execution requests for ES or CL to my desktop system here in Colombia which were then executed thru NT7 via my old LIVE discretionary account. NT brokerage, CQG Continuum, figured I could use it for something :)
B. The Chicago hosted bot parallel executed the identical orders to a CQG demo SIM session via identical NT 7 version, on a co-located physical server (no VM clock drift etc. though not relevant to the bot logic). This is very much faster than from Colombia as you would expect..
Surprising. the LIVE account kicked the SIM account's ass?
Both were set to quit at 60 trades. Neither had a single loser greater that $62.50
Live: 56 Win / 4 losers. profit b/comm $1160
Sim: 39 Win / 21 losers, profit b/comm $630
Spacing between trades was plenty and trade duration so short there was no chance of one backing up onto another. Very much not HFT. It just seems the LIVE system was faring far better. Orders sent are a hodge-podge of market/limit bid/ask depending on what the bot favored.
Regrettably I reset the SIM before I thought to ask the question here (and take a grab) but the LIVE results from today attached.
I don't use NT brokerage/CQG for my production work but any ideas on a too big % difference between Live via NT Brokerage/Continuum and free month demo via CQG? I would put it down to a CQG demo performance problem today but I am confident I have noticed (gut feeling anyway) this kind of disparity almost a year ago when I was testing primitive bots with NT/CQG.
Any very inexperienced algo traders, DO NOT I BEG YOU switch your bot live hoping it will be way better than SIM just now.
Anyone seen this? With manual trading on NT Brokerage/CQG during the last year it has always felt like SIM was perhaps... unrealistically generous so I'm scratching my head?