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nik left a comment on Realistic backtesting question
"HI Jared and Stefano, Thanks for looking at this issue! Filling on last and carried over old bar c..."
Go to Discussion6 years ago
6 years ago
nik left a comment on Realistic backtesting question
"Hi Stefano,I cleaned a little bit the test and ran it again. This time I used TYD and DRN - both tra..."
Go to Discussion6 years ago
6 years ago
nik left a comment on Realistic backtesting question
"HI Stefano, Thanks for the clarification that the artificially copied bar will not be used for fills..."
Go to Discussion6 years ago
6 years ago
nik left a comment on Realistic backtesting question
"HI Stefano, Thanks for the quick response! So, since the limit order fills on next bar, you think ne..."
Go to Discussion6 years ago
6 years ago
nik started the discussion
Realistic backtesting question6 years ago
6 years ago
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