Support Board
Date/Time: Wed, 15 Jan 2025 17:52:15 +0000
Post From: Spreadsheet entry/exits vs. Back-testing entry/exits
| [2017-07-12 19:02:29] |
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This is the relevant documentation: Auto Trade System Back Testing: Differences Between Back Testing and Real-Time Auto Trade System Evaluation The reason this happens has to do with the times at which the automated trading study is calculated. There are going to be timing differences between real-time updating and a back test. And the state of the bars and studies at these calculation times. 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? They are not necessarily going to match the back test.
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