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Esignal Paper Prices Vs. Real IB broker prices

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  • Esignal Paper Prices Vs. Real IB broker prices

    Yesterday I tested my new automated system for the 1st time it had been showing good profits on the esignal paper system. I traded just 100 shares of AMAT using Interactive Brokers smart
    routing system (sends to ARCA, Island et.) using market orders.

    At the end of the day I was down $-38 net inc. estimated trades on esignal paper and $-51 on my IB broker account inc. trades.

    This means esignal was 34% off the real broker in
    the worst event or 25% depending on which way you divide -51 and -38.

    Has anyone got any data on the relationship between real broker prices and those given by paper trading. I have therefore decided
    to decrease my months paper traded profits and losses by 34% in the extreme to get a more accurate picture of what the startegy would look like if I traded using a real broker at good market prices.

    Has anyone got any thoughts on this topic, what have other users found when comparing paper and real broker profits???HELP!

  • #2
    I'm not expert in this area but I would think you'd want to start with specifically analyzing each fill and comparing the two. The deviation in the aggregate may be related to one trade being different or 10 small trades being off by sliver. If you can print them out, you should be able to analyze each line and dig deeper when you spot differences.

    Thanks.

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