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Date/Time: Sun, 19 May 2024 03:36:40 +0000

Post From: Bar-Based Backtest results 4x as profitable as Replay - Accurate Trading System Back Test

[2021-06-03 13:11:36] Link To Thread - Link To Post [Go To First Post]
User956774 - Posts: 2
I have been performing and optimizing strategies with spreadsheet backtesting. I was able to tweak my strategy to a 4.1 r/r using bar-based backtesting and once I had it optimized, I ran a replay backtest in the accurate trading system mode. This result gave me a r/r below 1.0. My strategy has been using a oscillator in the subgraph with divergence detector on the 5 minute chart. When bar-based backtesting, it seems to always buy the lows at the close of a bar. On replay backtesting, it seems to behave very differently. Is this a common experience? Is bar-based backtesting this unreliable? The results in bar-based were highly promising and I am struggling to figure out why the outputs are so vastly different using the accurate replay method. Is there any settings I can change to get the replay to fill orders more similarly to the bar-based?