Inaccurate back testing results
Inaccurate back testing results
20 Feb 2017, 02:54
Hello,
Playing with the Martingale bot I noticed that if we use the minute or hour data (open) the platform is actually loading highs and lows too and using them as entries - that gives very wrong results, much better than the reality, as you'll never be able to guess the high or low in live trading.
I guess it's because the software takes the next OHLC value and uses it for the next imediate entry. The only way to get result close to reality is to use the tick data (which takes v long time and frezzes my laptop).
As for my suggestion, I'd be happy if only open or close values would be used for entries. High and low is usefull too to calculate the equity drawdown, but it shouldn't be used as entry points.
I am right, has anyone else notice this? I'm new to this, trying to figure things out.
Thanks.