Support Board
Date/Time: Tue, 04 Feb 2025 22:38:59 +0000
Post From: ACSIL Buy/Sell Exit Executes Perfectly in Replay but Not Live
| [2020-02-10 21:23:53] |
| ForgivingComputers.com - Posts: 994 |
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Depending on how you are backtesting, you could be seeing unrealistic results. Also, you may want to change your if statement to check for the bar being closed: else if (sc.CrossOver(sc.BaseData[SC_HIGH], sc.Subgraph[12]) == CROSS_FROM_BOTTOM && AbsQuantity > 0 && sc.GetBarHasClosedStatus() == BHCS_BAR_HAS_CLOSED) The most accurate backtest is to do Replay with Calculate at Every tick, even though it uses more CPU, it is the closest to how the system will behave with live data. |