Support Board
Date/Time: Sun, 11 May 2025 04:54:49 +0000
Post From: ATBB Replay vs Tick Replay. Issues with ATBB assumptions
| [2024-09-05 07:18:53] |
| User61168 - Posts: 442 |
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SC recommends Accurate System Backtesting As this is under "user discussion", I can only share my own personal experiences with running simple alert trading strategies via market replays. I have written numerous posts in the past so check it out if they are still visible (and not hidden or deleted). I stopped using "accurate trading system back test mode" 3-4 yrs ago. it's not at all "accurate". "Calculate same as realtime" is also not at all consistent. Both of these have proven to be a complete waste of time for me. Since last 12 months or so, I am only running all my backtests in "calculate at every tick" mode using a single chart in a single chartbook as it is the only one I have found to be reliable especially if your strategy involves flip/stop-and-reverse, scaling in/out at high volatile times such as session open. I also do not use linked charts, run multiple charts in replays, use chart overlay or add additional symbol studies. They all produce inconsistent and inaccurate backtesting results imo.distance of OCHL of the candle - respectfully, unless a strategy enters and exits trades only at candle close, almost all OHLC based "distance measuring" strategies will require tick accuracy for results that you can rely on. Please don't waste your time by taking short cuts. It will frustrate and make you go crazy as your forward testing results will not consistently match backtesting results and you will begin to doubt your strategy... just my 2 cents.Till date, after running backtests for past 5 yrs, I have found market replays to be buggy with numerous and non-reproducible sporadic issues that abruptly creep up and disappear on the next run. It's demonic imo lol I just use it to troubleshoot or regression test my strategies and that's just about all I got to say. To summarize, tick accuracy mode is the only reliable option. Date Time Of Last Edit: 2024-09-05 07:21:49
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