Support Board
Date/Time: Sat, 23 Nov 2024 10:31:22 +0000
Post From: Completely different results between back-/ forward testing with same multi TF algorithm
| [2013-06-27 02:00:49] |
| vegasfoster - Posts: 444 |
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You have to enable For all Charts in Chartbook or the value referenced on the higher time frame chart will be the close value on the higher time frame chart and not the value that existed in real time on the lower time frame chart. In other words your results will be better because your strategy is in essence looking into the future. If you run a bar based backtest, then I think you will have the same type of issue. If you simply plot a higher time frame on a lower time frame and manually walk through the chart you will have the same issue as well.
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