Support Board
Date/Time: Mon, 10 Feb 2025 01:49:29 +0000
Post From: Replay Backtest Issues
[2020-06-06 18:11:04] |
User994498 - Posts: 27 |
Hi again, So, I have been running bar backtests with my algo this whole time thinking bar backtests were the correct backtest I should be running, totally ignorant to the fact that apparently bar backtests are there to make the algo look much better then it really is. I found out today that replay backtests were the most realistic. So started running replay accurate and Im getting such drastically different results, its kind of ridiculous actually. How can bar backtests be so grossly inaccurate compared to the replay backtets? And it seems that when im running the replay backtests it takes trades at the wrong time. So it will show that it took a long trade at 3101 in ES for example when ES is trading at 3096 it seems; how is this possible? What is the point of bar backtests if they are so grossly inaccurate? I read the support page on it and I get that its more efficient as far as time it takes to run, but if its so grossly inaccurate, it puts users at a huge disadvantage regardless of difference in time. Am I running the replay backtest wrong? Please let me know! Jordan |