Support Board
Date/Time: Wed, 07 May 2025 19:30:22 +0000
bars vs. chart replay in backtesting
View Count: 1649
| [2013-07-16 22:42:59] |
| User20851 - Posts: 9 |
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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. |
| [2013-07-17 00:31:57] |
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Replay back testing will be more accurate. So you are saying replay back testing was faster than bar based back testing? That would seem unlikely.
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