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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.