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Date/Time: Thu, 02 May 2024 16:07:06 +0000

Post From: Replay Backtest with low-res bars

[2019-08-05 21:57:01] Link To Thread - Link To Post [Go To First Post]
Chad - Posts: 231
Hi SCE, since the docs state that for Replay Back Testing (manual or auto), intraday charts only are allowed, got to ask: if I'm using daily (or weekly) bars compiled from intraday data, it's acceptable to define limit-order logic with Bid or Ask prices, yes? I understand the replay/refresh rate influences accuracy here as well. Asking since it appears obvious that Bid/Ask-referenced limit orders in a Bar-Based Backtest with daily/weekly bars wouldn't work.