Support Board
Date/Time: Sun, 19 Jan 2025 12:36:47 +0000
Post From: Back Test Speed
| [2018-03-28 19:02:12] |
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My question is how can there be such a huge and totally opposite result from these two methods? This is impossible for us to answer from our perspective since we do not know your trading system and we do not have the time to analyze your trading system and this would not be productive either.If you think that the bar based back test is not giving an accurate result, then just use the replay back test. There really is not any further help we can provide. How each of those work is fully documented here: Auto Trade System Back Testing The concept that there is something wrong and that we need to solve it is not correct. There are different methods of back testing and only you can answer the question as to why you are getting a different result. Both methods are very well documented. Ultimately this is for you to analyze and make a determination as to what method is most logical. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2018-03-28 19:04:07
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