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Date/Time: Fri, 07 Feb 2025 14:52:52 +0000



Post From: Backtest problem. Buying at unrealistic prices?

[2020-05-19 19:21:14]
rainbow47 - Posts: 68
Thank you. I doubt that the S&P future jumped 1 point without any trade in between. Never saw this happening before.

Problem is, that the issue makes all backtests obsolete because the executiom is unrealistic and too optimistic. Not sure if this only happens with Renko charts. But when you backtest over a longer timeframe with more than 1000 trades, the numbers are completely off and inflated to the upside.

I backttest for 90 days and the problem occurs many times over the course of the period.
Date Time Of Last Edit: 2020-05-19 19:48:12