Support Board
Date/Time: Mon, 23 Dec 2024 05:28:24 +0000
Post From: A few questions on backtesting functions
| [2015-09-07 13:08:36] |
| User92311 - Posts: 11 |
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1) difference between bar based and replay based back test 2) in need to backtest on futures over 1 year , using date rollover for continuous contracts. During backtest some symbols get stuck on some dates and do no proceed till the end of the sample period (do not get to current date) 3)Why running the same test , with the same strategy, over the same period I get different results everytime? 4) (optional) what kind of processing time I would need for intraday backtesting if alo uses intrabar trailing stop? |