Support Board
Date/Time: Wed, 15 Jan 2025 17:43:55 +0000
Post From: Spreadsheet entry/exits vs. Back-testing entry/exits
| [2017-07-12 15:21:55] |
| User606491 - Posts: 164 |
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When using the spreadsheet system for trading: at times my entry/exit triggers (i.e. value of "1" when formula is true) differ from the fills I get when back-testing the system (both in replay and bar-based back-testing). Sometimes the difference between the spreadsheet trigger and the back-tested fill can be as much as several bars. Why does this happen? More importantly, when I send real trades to my broker will those trades be filled in line with the spreadsheet fill or in line with results I've received during back-testing? thanks |