Hedge bot backtest glitches

[d_yo_r]

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Backtests vs. Paper Trading

When a trading platform allows users to back-test and paper trade their strategies, does it make sense? Shouldn’t the results of both simulations be the same for the same time frame? Both are unaware or unaffected by liquidity and slippage since they don’t execute in the real market and can also “execute” orders at the optimal price. Is it true that only paper trading has access to real-time intrabar data while backtesting can only use historical OHLC data? Please answer the above question for…