Support Board
Date/Time: Sun, 11 May 2025 04:47:39 +0000
Post From: ATBB Replay vs Tick Replay. Issues with ATBB assumptions
| [2024-09-02 19:32:52] |
| User254520 - Posts: 16 |
|
My issue is very simple, but it creates very misleading backtest results. Here's the summary best I can describe it: When testing in ATBB mode, if a strategy/trade StopLoss is set short enough, the SIM processor forward-biases the outcome to just the ONE trade that would, in most cases, succeed. When doing tick replay, it obviously corrects the assumption, but it takes an incredibly long time, which is crazy inefficient for doing initial testing. Is there a middle ground I am not aware of, like there is in MultiChart, for instance? They have a setting for accuracy of back-testing so it can go down to lower time-frames to determine accurate order fills without compromising overall performance of bar-based replays. Thank you! |