Support Board
Date/Time: Sat, 28 Dec 2024 23:37:38 +0000
Accuracy when backtesting an ACSIL strategy.
View Count: 861
| [2016-01-22 21:05:07] |
| User760942 - Posts: 120 |
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Excluding the 4 items below, will the "Accurate Trading System Back Test Mode" feature show the exact results an automated trading strategy built in ACSIL would have had if it had been traded live over the data being backtested? 1. Execution latency. 2. Slippage. 3. The possibility of an order not being filled. 4. Potential market impact/reactions the trading strategy may have caused. Thanks! |
| [2016-01-23 08:39:49] |
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No, it will not. Really this is just impossible to get an exact match. All of the information on this subject is here: https://www.sierrachart.com/index.php?page=doc/doc_Backtesting.php We cannot provide any further information about this. You have to make your own conclusions. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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