Support Board

Date/Time: Wed, 08 May 2024 21:28:08 +0000

Post From: bars vs. chart replay in backtesting

[2013-07-16 22:42:59] Link To Thread - Link To Post [Go To First Post]
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.