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Date/Time: Mon, 29 Apr 2024 15:47:25 +0000



Post From: Looking into the future

[2018-04-09 17:23:17]
User39772 - Posts: 311
Is it possible to look one bar ahead while backtesting a strategy e.g. by using sc.Index+1 ?

If I need accurate execution of my entry and exit prices while backtesting I understood that Replay backtest is better than bar backtest.

Unfortunately Replay backtest is very slow and it takes hours for a backtest. Is there another way to optimize the fills ?