Support Board
Date/Time: Sat, 23 Nov 2024 12:20:18 +0000
Post From: Market Depth Bar Based Backtesting.
[2024-11-18 21:15:07] |
John - SC Support - Posts: 36238 |
You can not run a Bar Based Back Test and have access to the Market Depth data. A Bar Based Back Test only uses the Open, High, Low, and Close of the existing bars in the chart, so the Market Depth data is not updated during this process. Refer to the following: Auto Trade System Back Testing: Bar Based Back Testing You would have to do a Replay Back Test for your particular situation. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |