Originally Posted by Truckload

My biggest question about system trading (EA's) is can we get performance with Live Money comparable to backtest and demo results?

I have tried three different systems, two purchased and one written by me, that backtested well but did NOT do as well with live money.

There seems to be two types of problems, 1) typical system design issues with over optimization or unstable design, and 2) some brokers manipulate the prices and spreads making it very hard for the customer to make money.

With one system I traded live, all of my trades matched up very well with the trades using the same system in a demo account with a different broker, till the profits started to build up. Then problems started to occur, spreads would widen, and fills would be delayed or not occur at all, even on market orders. The system continued to make money in the demo account but not with live money.

Has anyone experienced these problems? Anyone had lots of good experience? Any solutions available? Thanks!