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Date/Time: Tue, 26 Nov 2024 03:37:27 +0000



Post From: Simulated or All Simulated

[2014-03-25 17:53:13]
Richard Reyes - Posts: 98
I am back testing an automated trading strategy and while in "Replay/Back Test Fills" everything looks great. When I go to the "Trades" tab and chose "Simulation Fills Choice" I switch out of "Replay/Back Test Fills" and switch to "All Fills", I get more trades (fills) on the chart, but still closely resembling the "Replay/Back Test Fills". When I switch to "Simulation Fills", I see the chart trades change to some real bad fills and not as many, just maybe the last 15 trades (fills). What is happening and why such a big change in the different "Fills" types? Why do the "Simulation Fills" change so drastically from the other fills and which "Fills" should I rely on, "Simulation Fills" or "All Fills"? Many Thanks