Support Board
Date/Time: Fri, 07 Feb 2025 16:46:49 +0000
Post From: Accurate Trading System Backtesting shows inaccurate order fills
[2020-05-07 22:27:29] |
Marion2025 - Posts: 13 |
Correction, it seems bar based back testing is showing reasonable fills on bid/ask. I think I will stick to this method for now as I am only testing on 1 min bars. It seems the historical bid/ask data form Interactive Brokers is just wildly inaccurate
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