Support Board
Date/Time: Mon, 20 Jan 2025 04:07:22 +0000
Post From: Different backtesting results / order fills with original SC or TransactSC
| [2018-05-11 19:00:33] |
| impert - Posts: 6 |
|
I've created a trading strategy using spreadsheet autotrading with the original SC software I've copied all the studies and settings of this strategy to the SC version provided by Infinity/Transact The strategy uses a an attached target order for 9 pts or stop for 3 When backtesting on Transact's SC the algo often gets worse fills than when backtesting the exact same strategy on SC Here's 1 example, the top chart is original SC http://prntscr.com/jgp442 Looking at both spreadsheet's data at that candle, the data is the exact same General trade settings, General Settings, Symbol settings, Data/Trade Service settings are the exact same on both The issue is consistent and persists when changing the parameters of the stops or the studies it uses, the backtest on Transact always provides worse results Even when backtesting with Replay http://prntscr.com/jgpchc I've also tested connecting to Transact using original SC to download the chart data and test, but the results are still worse than using original SC I've tripled checked the parameters and any setting that im aware of, is there any setting that i might be missing? how can i best troubleshoot what is going on? Is there any difference between the 2 softwares in the way they calculate the backtests? |