Why is Data Playback strategy performance different from Backtesting results?: Difference between revisions
From MultiCharts
Why is Data Playback strategy performance different from Backtesting results? (view source)
Revision as of 17:31, 6 September 2016
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* In | * In Backtesting the signal is calculated on Close price of the main series, but MultiCcharts tries to execute orders on OHLC price of the detailed data series and Multicharts "thinks" that prices between OHLC of the detailed data series exist. | ||
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