Support Board
Date/Time: Mon, 20 Jan 2025 04:07:40 +0000
Post From: Different backtesting results / order fills with original SC or TransactSC
[2018-05-17 16:26:36] |
impert - Posts: 6 |
They are both connected to Transact so both are using the same data I checked the IntradayData and its the same tick by tick, i also redownloaded it Something strange that i noticed is the exact time of the fills In SC fills would always end in .500 or .501 for example 09:31:00:001 While in TransactAT they would always end in .000 or .001 This only happens though when using Bar based backtest, not when using replay based test but it also show different results between platforms |