Why is Data Playback strategy performance different from Backtesting results?: Difference between revisions
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Why is Data Playback strategy performance different from Backtesting results? (view source)
Revision as of 13:16, 2 September 2016
, 2 September 2016→Bar Magnifier disabled
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=== Bar Magnifier disabled === | === Bar Magnifier disabled === | ||
* In backtesting signal is calculated on Close price of the main series and Multicharts "thinks" that prices between OHLC exist. | * In backtesting the signal is calculated on Close price of the main series and Multicharts "thinks" that prices between OHLC exist. | ||
Thus, the number of calculations and available prices differ significantly. This leads to different results. | Thus, the number of calculations and available prices differ significantly. This leads to different results. | ||
When BarMagnifier is enabled, Data Playback calculation does not take into account local extremums and additional Open and Close prices of the main series bar. | When BarMagnifier is enabled, Data Playback calculation does not take into account local extremums and additional Open and Close prices of the main series bar. |