Support Board
Date/Time: Fri, 09 May 2025 04:02:01 +0000
Post From: bars vs. chart replay in backtesting
| [2013-07-16 22:42:59] |
| User20851 - Posts: 9 |
|
Hello, I am getting quite different results from the two methods of backtesting--by bar and chart replay. Testing by bar indicates profit of $48,000 while testing by replaying the chart indicates a loss of $20,000 in the same time period. Does it seem normal that such a disparity should be recorded, and which results are more representative of reality? I understand the replay is said to be the more accurate approach but noticed that backtesting by bars took much longer (about 10 times longer). Any feedback is welcome. Thanks. |