Login Page - Create Account

Support Board


Date/Time: Sun, 19 May 2024 10:21:32 +0000



Post From: Backtest deviations in the data feed

[2019-08-01 13:52:22]
User993201 - Posts: 2
Hello SierraChart ,

I have the following problem :

The backtest with the same settings and the same data feed in the Bar Based Backtest Replay mode generally delivers drastically different results with the data feed Rithmic , CTS however is always the same. Do you have an idea ? It's very important for me because I have several automatic systems running and I can't explain where the differences come from. Are there any possible settings to ensure the accuracy of the replay - except accurate trading system backtest ?


many thanks for the answer