Support Board
Date/Time: Wed, 13 Nov 2024 01:03:33 +0000
Post From: Question: Backtesting
| [2020-05-27 17:11:39] |
| Sawtooth - Posts: 4114 |
|
Is this a Renko specific issue
It's not specific to Renko charts. It affects all bar types.Does it mean it is not recommneded to use Study/Price for automated trading?
It can be problematic for the reason I mentioned, and you must be willing to accept the occasional erroneous/missed trades if you are going to use overlaid studies in an autotrader. To be clear: This is not a bug with the Study/Price Overlay study; there is simply no way around it. The System Backtest and Single Chart backtest produce the same results as the Sim trading during the day
Without further details, I can't explain why this happens in your system.The backtest via All Charts in Chartbook produced different results.
I would expect different and more accurate results using All Charts In Chartbook. Better results using Single Chart in a multichart system can't be more accurate. - You can't use Trade >> AutoTrade System Bar Based BackTest with multiple charts. - You can't control the speed or the start time with the Trade >> AutoTrade System Replay BackTest. - Chart >> Replay Chart gives you the most control, and is the most accurate IMO. You should use this method for multichart systems, and don't use Single Chart or Standard Replay. 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?
It gets unsynchronized data from the other chart because there is no synchronization between charts when using Single Chart in a replay of a multichart system.
|