Support Board
Date/Time: Fri, 27 Dec 2024 16:17:49 +0000
Post From: Using earliest or latest value Backtesting with Study Price Overlay
| [2016-04-08 14:18:14] |
| m.schooleman - Posts: 7 |
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Hi, It's very confusing for me, I hope somebody can help me. I noticed that Bar Based Backtest is doing extremely well. Amazing! I checked many entries manually. However, what do I have to use in the following situation of my Spreadsheet Automatic Trading System. All signals are based on Mainchart (#1). I am using RangeBars. Chart 2 is based also on RangeBars, the same amount of RangeBars as chart #1. Chart 3 is also based on RangeBars, however with a double amount in relation to chart # 1 (Slower) Chart 4 is based on a 60M timeframe (much slower) I have read something about using Earliest or Latest for backtesting. I don't understand what I have to do in my situation. When I am ready with backtesting, the results of using earliest are not as good when I am using "latest". A lot less entries too with earliest. I want to be sure what I have to do. "When using the Study/Price Overlay to overlay price or study data onto the chart that the trading system is on, and the chart bars are based on Volume, Number of Trades, Range, Renko, Reversal, Delta Volume, or Price Changes, then you need to set the Data Copy Mode study input to Use Earliest Value from Corresponding Timeframe ." Please, can somebody help me with this issue? Thanks and regards, Michael |