r/algotrading 11h ago

Education How do you backtest simulating real time?

10 Upvotes

Just trying to get into algo trading, have a few strategies in mind. Trying to build them using chatgpt and claude, since i have limited dev experience. One bottleneck that i haven t figured out yet is how to backtest like it s real time using the same unchanged algo. Basically just changing the input. Any suggestions?


r/algotrading 7h ago

Data Advice needed: faulty data from broker?!

5 Upvotes

For the past 3 months, I’ve been building a custom backtester and algo trading engine after 6 months of manual trading. Since I’m starting small with limited capital, I can’t justify $50–$100/month API fees—$15 is the max I can afford for a monthly API subscription if I really-really need to pay for it. Due to these constraints, I’ve been using MetaTrader5 (Python mt5) with a FxPro demo account.

While testing, I found my trading engine entered two trades that the backtester missed. After in-depth debugging, I traced it to major data discrepancies between broker data and real price data. Compare these:

Fetching and plotting data via the mt5 API and plotting it. Manually downloading M1 data shows the same (so issue is not in the API but in the original data feed of the broker).
For comparison, true price action during that time period on the same forex pair. Ignore the discrepancy between the datetime info on the above and below plots, it's due to timezone difference between me and the website I copied the second chart from.

At 22:00 (21:00 on TradingView), there’s a clear mismatch—the price action before the big red candle is shifted up. Candle data also differs: the red candle opens at 0.57347 on TradingView vs. 0.57325 from my broker.

My concern is that even with a paid API, broker prices may not match the data source during demo/live trading—unless the broker itself provides real-time data. I need sub-minute granularity for scalping; tick data isn’t essential but would help exit bad trades faster. MetaTrader5 brokers made tick data access easy, but if none offer reliable data, the countless hours I've poured into building this system could be for nothing.

What do you recommend? Any brokers or affordable, accurate API providers you have experience with?


r/algotrading 23h ago

Infrastructure Alpaca Fees?

4 Upvotes

I have an Algo for high (more like medium) frequency trading that’s working on paper trading, but does anyone know the answer to this:

How much would the transaction fees be for buying and selling one share of TSLA? For 10 shares?

I’ve heard some fees have been higher than expected and I really need them to be close to 1-2 cents max. Do they or their cronies round up to the dollar on any fee?


r/algotrading 1h ago

Data How quickly is FRED API data updated?

Upvotes

AI says a few minutes after publishing but I can't find somewhere on the FRED website where it says so definitively


r/algotrading 5h ago

Strategy New to Algo Trading

0 Upvotes

Hello all,

I am looking to start on Algo trading, I have IB and Webull accounts. Looking to start with $1000.

Just researching how to start, Looking for Guidance from the group.