BackTesting inconsistencies - load more candles
BackTesting inconsistencies - load more candles
23 Nov 2022, 01:13
I have encountered numerous inconsistent and frustrations when back testing. I believe a minor enhancement would greatly improve this experience.
The main issue is the very popular 200 moving average. When you start the back test, it does NOT load a minimum of 200 candles and will skew the average true range and 200 single moving average values. So for example, on tick 1, you will get an incorrect sma 200 reading. (the workaround is to set your back test date further back, but this is not ideal and will skew your results)
Easy fix. Take the backtest start date, and ensure you load a minimum of 200 candles in the bars history.
Note: Bars.LoadMoreHistory() only works in live mode!