Support Board
Date/Time: Wed, 13 Nov 2024 01:03:02 +0000
Post From: Question: Backtesting
| [2020-05-27 15:21:30] |
| rainbow47 - Posts: 68 |
|
Okay. Is this a Renko specific issue or a general problem with sthe Study/Price integrtion into an automated trading system? Does it mean it is not recommneded to use Study/Price for automated trading? I am still wondering if the AutoTrading System Backtest provides the most accurate backtest results? My understanding is that it uses the close of the Renko bar, which is supposed to be the case in my trading system anyways. The weird thing is I tested the System via Sim Trading today. The System Backtest and Single Chart backtest produce the same results as the Sim trading during the day. The backtest via All Charts in Chartbook produced different results and fror example trades were entered too late. Initially I thought that the "Manual/All Charts in Chartbook" test would be more accurate for such a Renko system but I am now wondering why the other two test are much more precise? Do you know by any chance how the system gets the data for the second chart if I perform a backtest via Single Chart/System backtest? |