Absolute vs. percentage price change in backtesting | Traders Hideout


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Absolute vs. percentage price change in backtesting

  #4 (permalink)

Switzerland
 
Trading Experience: Intermediate
Platform: Multicharts
Broker/Data: IB
Favorite Futures: CC
 
Posts: 25 since Jul 2017
Thanks: 9 given, 2 received

Hi iantg

Thanks for your reply!

What I have to know, is how reliable are tests with price changes on history data.

Maybe I have to specify my question:

Lets say, on the 9th of february 2017 the price closed 2% or respectively 10 ticks above the previous Day High. (on the single contract)

So, on back-adjusted continuous contracts where the contracts are merged together to remove the roll over gap, did the price also raise up 2% or 10 ticks on 9th of february 2017 in comparison to the day before?

I hope my question is now clearer

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