Support Board

Date/Time: Fri, 10 May 2024 03:34:07 +0000

Post From: Accurate Trading System Backtesting shows inaccurate order fills

[2020-05-07 22:27:29] Link To Thread - Link To Post [Go To First Post]
Marion2025 - Posts: 13
Correction, it seems bar based back testing is showing reasonable fills on bid/ask. I think I will stick to this method for now as I am only testing on 1 min bars. It seems the historical bid/ask data form Interactive Brokers is just wildly inaccurate