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Difference between normal Chart and Charts from Backtest
Good evening:-)
I have tested an new approach by using Backtest and later Market Replay. Because I was wondering about the difference in results I have compared my Replay-Chart with the Chart which is shown in the Backtestresults. Here it is:
This picture is from the Backtestchart (LineBreak 150 Ticks)
This is the same move, but on the ReplayChart (LineBreak 150 Ticks)
As you can see, there is a big difference in amount of bars on identical settings by using the same datafeed. How is that possible...?
After the last update in NT8 I also have problems with optimization. The optimizer freezes if I want to use him with LineBreaks. I have tried every Datafeed I have, it’s always the same. Any idea what that could be?
When using tick charts exactly where you start makes more difference since you don't have a time reference to synchronize with. Maybe the live view and the replay are not synchronized and could be as far as 1/2 bar off. Also are you sure you are using the same tick setting for both? I have tried to stack two charts horizontally on the same platform (TOS) and could not get them to exactly match. Even when it was an INDEX and a derivative option. Your pictures are indicating trades at two different price levels so they have to be at somewhat different times.
Please don’t look at the trade executions. The pictures are showing the same time window. The different execution levels are a result of difference between charts which causes different (and wrong) entry signals to my strategy script.
That there could be a problem with time synchronization is possible. But would that cause such a big reduction in bars...? Look at this:
A 150-Tick TLB on Market Replay with start at 04.03.2019. As you can see, the “days ago” are looking correctly for this type of chart, the range of every 150-tick-bar is around 0,5 - 1,0 points in ES. But look at the bars on the right side, where is the Market Replay Starting Point. From that moment I got 20 bars with an unnormal range for the whole day(!). 20 bars x 150 ticks = 3000 ticks in ES from 8.00 to 22.00, that’s unbelievable :-D
