Adapting Backtest Examples for Live Futures Simulation
Summary
This brief BigQuant support note explains why a cloned strategy can work in backtesting yet fail in simulated trading. The example strategy was designed only for backtests, so its date range and instrument reference need changes before simulation: bind the start and end dates to live-trading parameters, and update the contract symbol so the system requests an instrument with available data. The note gives a specific outdated futures contract as an example of a symbol that will no longer return data.
The response reports that the backtest itself was functioning and points to platform configuration as the source of the simulation issue. It does not include code, a full diagnostic procedure, or evidence that the suggested edits resolved the error. Its guidance is limited to this reported case, but highlights that backtest settings and historical contract references may not transfer directly to a live simulation environment.
Key ideas
- A strategy example built for backtesting may need changes before it can run in simulated trading.
- Simulation date ranges should use the platform’s live-trading parameters.
- Update expired or stale contract symbols so the data request targets an available instrument.
- The note reports a working backtest but gives no detailed reproduction steps or confirmed fix.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.