United Kingdom, UK
Experience: Intermediate
Platform: TWS, NT8 & TV
Broker: IB & NT
Trading: Futures, Stocks, Options & Crypto
Posts: 110 since Jan 2022
Thanks Given: 45
Thanks Received: 90
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I'm a bit frustrated with the NT8 Backtesting process.
There are several different methods that i can use to backtest a strategy.
I use these methods below, listed by order of processing time (Quickest to Slowest)
1. Strategy Analyzer (Tick Replay Off + Order Fill Standard)
2. Strategy Analyzer (Tick Replay Off + Order Fill High 1 Tick)
3. Strategy Analyzer (Tick Replay On+ Order Fill Standard)
4. Market Replay (Playback Connection)
My results are wildly different using all the different methods.
I cant work out which one is accurate, and hence whenever i put strategy i have created running 'Live' it just blows up.
Can anyone shed some light? Or offer some advice?
To highlight my findings, i have done a backtest using all these different methods. Exact same simple single timeframe strategy, exact dates, time frame, instrument etc.
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