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Backtesting vs Live Trading

42 bytes added, 13:33, 18 April 2012
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| The difference between real-time and historical calculation is especially seen on certain chart types (e.g. Point and Figure) than others due to their inherent nature in bar formation (see [[Category | Intra-Bar Order Generation, Bar Magnifier on Non-Standard Chart Types]]).
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*[[Precise Backtesting]]
*[[Signal Settings|Intra-Bar Order Generation]]
*[[Bar Magnifier]]
<div style="background-color: #E3FBE5;">Note: Different backtesting and strategy calculation methods can be selected which will produce different results. </div>
[[Backtesting]], [[Optimization]], and forward testing (real-time simulation) provide an insight into potential performance of your strategy in “ideal world”. This information should be analyzed to get a range of possible scenarios. It is up to trader to decide if this range is acceptable for live trading or not.

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