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 17:31, 6 September 2016
, 6 September 2016→Bar Magnifier enabled
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=== Bar Magnifier enabled === | === Bar Magnifier enabled === | ||
* Backtesting attempts to execute orders only on OHLC prices of the detailed data series. MultiCharts acts as if there were no other prices in-between (between O and H, between H and L etc.). Therefore the signal is calculated at least 4 times on one bar (4 * number of details series bars + Open and Close of the main series). I.e. if the Bar Magnifier is set to 1 minute on a 5 minute chart, the signal will be calculated up to 22 times (4 * 5 +2) per bar. | * In Backtesting the signal attempts to execute orders only on OHLC prices of the detailed data series. MultiCharts acts as if there were no other prices in-between (between O and H, between H and L etc.). Therefore the signal is calculated at least 4 times on one bar (4 * number of details series bars + Open and Close of the main series). I.e. if the Bar Magnifier is set to 1 minute on a 5 minute chart, the signal will be calculated up to 22 times (4 * 5 +2) per bar. | ||
=== Bar Magnifier disabled === | === Bar Magnifier disabled === |