Support Board

Date/Time: Mon, 29 Apr 2024 03:21:39 +0000

Post From: ACSIL Buy/Sell Exit Executes Perfectly in Replay but Not Live

[2020-02-10 21:23:53] Link To Thread - Link To Post [Go To First Post]
bradh - Posts: 854
Depending on how you are backtesting, you could be seeing unrealistic results. Also, you may want to change your if statement to check for the bar being closed: else if (sc.CrossOver(sc.BaseData[SC_HIGH], sc.Subgraph[12]) == CROSS_FROM_BOTTOM && AbsQuantity > 0 && sc.GetBarHasClosedStatus() == BHCS_BAR_HAS_CLOSED) The most accurate backtest is to do Replay with Calculate at Every tick, even though it uses more CPU, it is the closest to how the system will behave with live data.