Support Board
Date/Time: Mon, 12 May 2025 21:25:59 +0000
Post From: replay back testing vs real-life
| [2014-01-15 13:29:15] |
| dominikos - Posts: 106 |
|
I'm evaluating Sierra Charts and wrote a few ACSIL strategies for automated trading since this is my intended use of this application. I was wondering about the accuracy of replay back testing. I found that the same strategy left running for a day will produce different results than backtested using replay for the same time period. I would expect the to be a bit off but the differences were sizable. I use CTS4 demo account for testing and have my charts set to use tick data. The chart itself used for testing is a tick chart. I would appreciate if folks using back testing could comment on the accuracy of the testing vs real life based on their experience. Thanks, - Dominik |