Hello, I am facing some dilemmas while I am backtesting my strategies with MC.
First thing is the limit order fills.
I am testing a simple 2 lines code on a 15 minutes chart of ES
With Bar Magnifier enabled and intraday 1 minutes precision.
And Backtesting Assumptions set to "Fill limit order when trade takes place at limit price or better"
the equity line looks good as expected but if then I set Backtesting Assumptions to "fill limit order when trade price goes beyond limit price by 3 ticks" the equity line is completely going down the inverse of the first setting i used. What is wrong here? is really multichart backtesting reliable?
Second topic is the Bar Magnifier
Today I tested the same strategy without Bar Magnifier and then with it, and I got completely different results, from what I understood, having Bar Magnifier is ensuring a more realistic real life backtesting as MC is using 1 minute or tick information precision to check the movement of price on each bar. Did I understood right?
Then I discovered also this Intra-bar Order Generation feature
which by default is disabled and from what I understood this one is also supposed to enhance the reliability of the backtest even thou using Bar Magnifier should be sufficient, is anyone here using this and the other features I listed before in his backtestings?
