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Direct MessagesDate/Time: Fri, 19 Apr 2024 10:28:05 +0000
Same strategy, same settings but better results in replay mode
View Count: 616
| [2018-09-24 15:12:19] |
| User944558 - Posts: 7 |
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Attached is a video of my testing a strat on replay and using the backtest on SC for the same strategy and settings. However, I obtain a different P/L over the same day. Does anyone know why? The primary reason why this is of my concern is replay basically is slow to test a year worth of data. If the backtest is inherently inaccurate, is there a study on the variance of backtest p/l over the number of trades over the actual result?
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 2018-09-22_08h59_49.mp4 - Attached On 2018-09-24 14:17:00 UTC - Size: 11.66 MB - 275 views |
| [2018-09-24 19:23:02] |
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Refer to: Auto Trade System Back Testing: Differences Between Back Testing and Real-Time Auto Trade System Evaluation is there a study on the variance of backtest p/l over the number of trades over the actual result? No.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2018-09-24 19:24:20
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| [2018-09-25 15:17:47] |
| User944558 - Posts: 7 |
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Is there a reason why it'll give different results?
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| [2018-09-25 18:39:35] |
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Yes. The documentation does explain the reasons.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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