Support Board
Date/Time: Sun, 11 May 2025 05:41:47 +0000
Post From: ATBB Replay vs Tick Replay. Issues with ATBB assumptions
| [2024-09-03 16:38:10] |
| User254520 - Posts: 16 |
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@User61168, Will try Calculate Same as Realtime option, but I believe SC recommends Accurate System Backtesting. I'll try both back-to-back regardless and see. To elaborate on forward bias: If you are testing a "fat tails" long strategy with a stoploss. ATBB mode, depending on the distance of OCHL of the candle, will determine direction of the bar, which makes a difference between a trade hitting stoploss and not entering again in tick replay mode vs hitting a big winner. It essentially makes the fast ATBB mode practically useless, unless there's no stoploss and the trade entry/exit are purely rule-based. Or let me clarify... it becomes useless if the SL can be reached within the same bar as trade entry, which is sometimes the case if you enter at session-open or some other vol expansion events. |