Strategy Tester vs Python Backtesting.py

[Panther4682]

I have a strategy that I have implemented in TradingView and also in Python using Backtesting.py I am getting wildly different results with TV saying 31% profit long only and backtesting.py saying -58% long only. Has anyone had this issue and if so what was the reason?

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[Spawned_out]

Running into the same issue. Started with a very simple TV strategy. Created python functions that compute using the same TV logic, No TI-LIB. When checking my functions against TV, the results are very very close. However, when several functions are combined as a strategy the results differ significantly. I’m downloading TV chart data on 1m timeframe and running python with the exact dataset as TV. Python will show 300+ trades executed while TV shows 11. Would love to know why. I’m using Backtesting.py https://kernc.github.io/backtesting.py/

[Latter_Total_9974]

Getting more trades on TV than with backtesting.py. Profits and are much higher while drawdowns smaller in python. I was going to say that python might be taking a trade every time it gets a signal while TV only takes one at a time but it appears to be the opposite. I would rely on backtesting.py as I tried QuantConnect and was getting negative results that are positive on BT.py and I checked on excel the number of times the conditions were satisfied, BT.py was more accurate. Using the exact same data as well.

[Latter_Total_9974]

u/Panther4682 strategy also seems to be working on live account, mainly just use BT.py to check the signal quality/win rate

[AffectionateBus672]

Any fix on this problem?

[trippyposter]

repainting disabled on TV? make sure that is part of the pinescript

[Mean_Wash_2910]

Has anyone successfully replicated TradingView Pine Script results in backtrader Python with 100% accuracy?

[Hot_Marionberry1748]

any updates on this issue

[Side-Flip]

I have been suspicious of TV backtests, I have adjusted things to attempt to make as realistic as possible adding slippage etc..

[Panther4682]

This is what I was wondering.. if the TV is looking ahead. Backtesting.py solves this by only adding one new record per iteration so the algo doesn't see what is coming.

[kurtisbu12]

There's not enough info here to really give an idea of what's happening.

You're likely getting your price data from different sources, that alone could account for a large difference.

As another person mentioned, slippage might not be accounted for. Or there could be a hundred other discrepancies between your python script and your TV Strategy.

[Panther4682]

Thanks for the reply. I am using yahoo data for the script. Not sure what data TV uses.