Support Board
Date/Time: Wed, 05 Nov 2025 20:43:06 +0000
Post From: Accurate Trading System Backtesting shows inaccurate order fills
| [2020-05-07 22:27:29] |
| Marion2025 - Posts: 14 |
|
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
|
