Absolute vs. percentage price change in backtesting | Traders Hideout


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Absolute vs. percentage price change in backtesting

  #7 (permalink)

Syracuse, NY
 
Trading Experience: Intermediate
Platform: Ninja Trader
Broker/Data: Mirus Futures/Zen-Fire
Favorite Futures: NQ
 
Posts: 34 since Jan 2011
Thanks: 8 given, 29 received

Breakout System


Thatsbooo View Post
I thought I read somewhere that backtests with percentage price changes are not accurate.


Thatsbooo View Post
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

You may be interested in Dynamic SR Lines.....I use what looks like their equal on the price chart looking for breakout when the price crosses the line....the Blue and Purple lines on the price chart....
https://futures.io/attachments/127775d1383705225

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