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Posts Made By:
kevinkdog
Forum:
TradeStation
September 3rd, 2019, 12:27 PM
Replies:
13
TradeStation Back-testing/Intra-bar Order Generation/Slippage
Views:
4,239
Posted By
kevinkdog
The strategy you show (which is just an entry),...
The strategy you show (which is just an entry), with IBOG off, will show the same results as live with Look Inside Bar Backtesting off, or equal to 1 minute, or equal to 1 tick resolution.
But...
Forum:
TradeStation
September 3rd, 2019, 06:27 AM
Replies:
13
TradeStation Back-testing/Intra-bar Order Generation/Slippage
Views:
4,239
Posted By
kevinkdog
Without IBOG on, this code when backtested will...
Without IBOG on, this code when backtested will match live results very well. Just don;t forget to include slippage in backtest.
Forum:
TradeStation
September 2nd, 2019, 10:49 PM
Replies:
13
TradeStation Back-testing/Intra-bar Order Generation/Slippage
Views:
4,239
Posted By
kevinkdog
I could guess at what might be going on, but to...
I could guess at what might be going on, but to really know I'd have to see the code in cases like this. (I'm not asking to see it, to be clear.)
The huge potential you see with IBOG is likely...
Forum:
TradeStation
September 2nd, 2019, 10:09 PM
Replies:
13
TradeStation Back-testing/Intra-bar Order Generation/Slippage
Views:
4,239
Posted By
kevinkdog
You can easily see what is going on with IBOG by...
You can easily see what is going on with IBOG by using a print statement:
var:bl(" ");
print(date,bl,time,bl,close,bl,close[1],bl,close[2],bl,close[3],bl,close[4],bl,close[5]);
My experience...
Showing results 1 to 4 of 4
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