I'm running a live paper strategy, and I’ve noticed that the quoted prices for my 10 holdings differ significantly from those provided on Google Finance and my brokerage platform. Some discrepancies are as large as 12%, with an average difference of about 4%. I've included screenshot below of (i) the simulation returns, and (ii) a comparison of the simulation pricing data with Google Finance data.
Initially, I thought this might be due to exchange rate differences between USD and CAD, but after adjusting for that, the issue persists. The biggest concern is that my simulation suggests I should be in the green (i.e. up 2.2%) after a month, but in reality, my actual strategy is down circa 5%. While some of this can be attributed to foreign exchange movements and trading costs, that still doesn't explain a 7% gap between the simulated and real-life results.
Has anyone encountered this before? What could be causing these discrepancies? Any insight would be greatly appreciated.
What is the strategy's Currency set to? And what date is it run up through (as shown on the summary tab)?
I have a live Canadian strategy that also holds DNG:CAN, for example. Since today's strategies haven't updated yet, my strategy has run up through 02/20/2025 and the DNG:CAN price shows as 5.68 CAD which is what Google Finance also shows as the close price on 02/20/2025.
If you click transactions and show us that, it will list the actual day and assumed buy and sell price. Then we can look at the price and calculate by hand the average open, high and 2x the close. The holdings screenshot is a bit hard to work from
Thanks for both of your responses. I've just checked the prices in the simulation again which appear to have updated overnight (on a Saturday) and now reflect the Google Finance prices correctly.
Do we know if there is there usually a day's delay before P123's prices reflect markets?
The live strategy and its prices and returns are not updated until the evening. If you check the Period start and end dates on your strategy's summary page, you can see how up-to-date the prices and PnL are.
Finally, you can check the P123 server status page, to get an idea of the system schedule and its current status. You can get to this from the three colored dots on the main dashboard. It looks like those nightly updates occur around 10-11pm Central time.
