Precise Backtesting: Difference between revisions
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However, if the close price was an ask price and the strategy was selling, then the fill price was unrealistic. | However, if the close price was an ask price and the strategy was selling, then the fill price was unrealistic. | ||
With Precise Back Testing, users can load two separate data series onto the chart. The first data series is for historical bid prices. The second data series is for historical ask prices. MultiCharts will use these two data series to determine realistic fill prices. The bar's close will have a bid and an ask price associated with it. MultiCharts will use the ask price to fill a | With Precise Back Testing, users can load two separate data series onto the chart. The first data series is for historical bid prices. The second data series is for historical ask prices. MultiCharts will use these two data series to determine realistic fill prices. The bar's close will have a bid and an ask price associated with it. MultiCharts will use the ask price to fill a buy order and the bid price to fill a sell order. | ||
==Using Precise Backtesting== | ==Using Precise Backtesting== |