What happens during heavy processing in a back test?
What happens during heavy processing in a back test?
16 Apr 2015, 10:49
If I have a cBot in back test and in the OnBar() method, I make calls to classes that have heavy processing (10s-30s for a result), What Price do I get?
Does the cBot move forward to the approximate time it would have finished that process?
Or do all processes in a back test happen in an infinitely short period of time?
Obviously the desired behavior is the former, its preferable that the cBot includes processing time for accuracy. If the prediction is to trade but the price has already slipped out of the entry range the trade should not be executed. If back test halts time while processing, the back test may grab trades (and different prices) that a forward test would not.
Spotware
24 Jun 2015, 16:42
Dear Trader,
In backtesting all processes happen in a short period of time.
@Spotware