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 17:32, 6 September 2016
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* In | * In Backtesting the signal is calculated on Close price of the main series and Multicharts "thinks" that prices between OHLC exist. | ||
* In Data Playback mode the signal is calculated on Close of the main series and MC tries to execute orders on OHLC prices of the detailed data series and MC "thinks" that prices between OHLC do not exist (how detailed your data series is depends on the selected data playback resolution). | * In Data Playback mode the signal is calculated on Close of the main series and MC tries to execute orders on OHLC prices of the detailed data series and MC "thinks" that prices between OHLC do not exist (how detailed your data series is depends on the selected data playback resolution). |