Support Board
Date/Time: Mon, 10 Feb 2025 01:58:51 +0000
Post From: Replay Backtest Issues
| [2020-07-30 20:21:07] |
| User994498 - Posts: 27 |
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There should be consistency with each back test. How can there be consistency when the process by which an order is filled differs? If I remember correctly, for a bar backtest, there is only 4 prices your order can be filled at (open, high, low, close) and the engine somehow picks the best one. With replay, it fills at the price the signal occurs if i remember correctly? And what does consistency matter if the backtest is wholly inaccurate and thus seemingly useless as Marion alluded to. And the concept of it filling at one of four prices, is kind of unrealistic because it accounts for no slippage. Can you guys please explain the realistic use of bar backtest? What was the point of its creation? |