Support Board
Date/Time: Thu, 06 Feb 2025 04:45:15 +0000
Post From: Bar Backtest is giving inaccurate fills
| [2020-04-10 19:53:29] |
| User873520 - Posts: 14 |
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I am using Sierra feed for my data, and a simple spreadsheet for trading that enters/exits with a market order when a condition is true(1) on the following bar. System triggers fine, but instead of entering around the open of the next bar (per the bidxask rules that are implemented), 80%+ of the time it enters/exits on the exact high or low. I have followed all the suggestions. I have looked at the trades and the bid/ask line up with the trade (so that's is correct), I have deleted and re-downloaded tick data, I have doubled checked tick size/etc, increases number of store T&S to 10000, lowered chart interval time, etc and it is still way off the open +/- a tick of the next bar. Sometimes is seems accurate, but less than 10%. I can post screenshots as well if needed. Thanks! Edited to add watching it run live, it shows fills/exits fine (running in sim). Only bar backtest shows weird fills. Date Time Of Last Edit: 2020-04-10 19:57:55
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