Support Board
Date/Time: Fri, 27 Dec 2024 18:02:57 +0000
Post From: filling stop market orders
| [2016-02-26 08:54:16] |
| wat - Posts: 67 |
|
Hi, thank you for your reply. I have actually a few more questions since this issue is overwhelming my mind for over a week now: 1)Theoretically - if I used different data feed, would the situations in backtest look similiar? You said this is becouse of exchange's incapability to update BID/ASK frequently enough, so I wonder even though I am very satisfied with SC data feed. 2) What can I do to achieve more realistic results? I understand we are usually talking the problem with high volatile moments - but what if I did the backtest based on last price? Not bid/ask which is apparently not suitable in this case. Is this even posible with SC? Would I have to try and backtest with different backtesting software? But still it looks very curious to me, that even though my strategy is both long and short, this condition almost always "improves" the performance. Thank you guys for your help. |