Support Board
Date/Time: Sun, 23 Feb 2025 19:05:28 +0000
Post From: bar backtest: is there a way to adjust the line-delay/time-to-order-in-force delay?
[2019-03-27 13:12:16] |
uM8137 - Posts: 183 |
Yes, but I was hoping the speed of bar backtest could be retained and used to get an accurate first impression. It does seem to be a rather serious problem that the bar-backtest awards prices from the past (or conversely, predictions from the future). I hacked around the issue by recording the buy/sell decision at sc.Index-1 and then not acting on it until sc.Index, but this won't translate well to live trading. |