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Repainting Indicators and Backtesting
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Repainting Indicators and Backtesting

  #1 (permalink)
Elite Member
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Repainting Indicators and Backtesting

Hey guys just wondering if anyone experienced a similar problem. It seems as though whenever I use an indicator that redraws previous data points at each bar, that it skews the backtesting results. Has anyone experienced something similar? What was your solution?

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  #2 (permalink)
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  #3 (permalink)
Market Wizard
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that don't use repaint indi for backtesting?

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  #4 (permalink)
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There will be..

always errors, always points in the data that are at issue.

That doesn't mean that proper testing methodologies cannot win the day.

Several issues may be at play however, say ones perception as to when an actual indicator fires that feeds ones strategy.

Say you brought in a custom indicator such as .. as crap.. I dont have the code on me at the moment..

where you define the type in the variables section and then later on in OnStartUp you make it your own like mySMA = SMA(Input,5);

At the beginning of OnBarUpdate make sure that you're doing a mySMA.Update();


Another problem is that if you're building strats on indicators that post results n number of bars ago like ZigZag or some such one is always going to be late to the party.


That said I make ninjatrader cry itself to sleep with what I try to pipe through it on near 1 tick like bars. It just cant handle the processing beyond say 10 days of data and 60 days is right out.

-E.

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  #5 (permalink)
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Don't backtest.
Start immediately real money trading!


elitetradernyc View Post
Hey guys just wondering if anyone experienced a similar problem. It seems as though whenever I use an indicator that redraws previous data points at each bar, that it skews the backtesting results. Has anyone experienced something similar? What was your solution?


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  #6 (permalink)
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I got it done. Had to change it so it doesnt redraw past bars.

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