Support Board
Date/Time: Sun, 12 Jan 2025 12:04:18 +0000
Post From: Backtesting in 3-line break or BetterRenko charts
| [2017-02-08 21:11:11] |
| Orion - Posts: 12 |
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Thank you. It is clear now. Yes, I am using that "standard" 3-line break study, and as you have mentioned, it does function correctly in a replay backtest. However, if a bar-based backtest is performed, the same occured - the chart was "corrupted" and the entries and exits of trades are not correct. Please see the attached pictures. Could that be fixed (or have I overlooked anything)? The bar-based backtest is far more convenient than replay for system prototyping. On a side note, BetterRenko IMHO is a useful study. I suggest keeping it (no matter it can be back-tested correctly or not) unless there is a similar alternative. Thanks for your consideration! Date Time Of Last Edit: 2017-02-08 21:14:50
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 Before_Backtest.jpg / V - Attached On 2017-02-08 21:09:16 UTC - Size: 256.85 KB - 439 views After_Backtest.jpg / V - Attached On 2017-02-08 21:09:24 UTC - Size: 294.67 KB - 415 views |