Rank: Member
Groups: Registered, Registered Users, Subscribers
Joined: 3/15/2024(UTC)
Posts: 13
Was thanked: 2 time(s) in 2 post(s)
|
hi i only use weekly backtests on MS19 and i'm having some logic problems:
the system tester marks the buy/sell on friday, as well as the explorer from which i should get the buy/sell signals to be operational. But i can't physically operate on friday after receiving the eod data, so the backtest should be "moved" to monday when the trades are actually made.
How is it possible to do this? i tried with the system tester settings but it moves everything by a week, i tried to select the strategis bars delay available in the single system editor and nothing happens.
Thanks
Edited by user Tuesday, October 22, 2024 1:41:15 PM(UTC)
| Reason: Not specified
|
|
|
|
|
|
Rank: Advanced Member
Groups: Moderators, Registered, Registered Users, Subscribers
Joined: 10/8/2010(UTC)
Posts: 1,954
Thanks: 91 times
Was thanked: 155 time(s) in 150 post(s)
|
Originally Posted by: temperino  hi i only use weekly backtests on MS19 and i'm having some logic problems:
the system tester marks the buy/sell on friday, as well as the explorer from which i should get the buy/sell signals to be operational. But i can't physically operate on friday after receiving the eod data, so the backtest should be "moved" to monday when the trades are actually made.
How is it possible to do this? i tried with the system tester settings but it moves everything by a week, i tried to select the strategis bars delay available in the single system editor and nothing happens.
Thanks
Hello, When testing Weekly data, that is all the System Tester has access to, just like if you look at a Weekly chart you will see Friday to Friday date stamps. However, if you get in at the Open, the Open price would be based on Monday's price data (Monday being the beginning of the week). The "Realistic Market Prices" option is designed to do this (delays the trade by 1 bar and gets in at the open of the bar after the signal bar). While the System Tester will report this based on the Date of the bar (Friday) the Open price of that bar is technically taken from the beginning of the week.
|
|
|
|
|
|
Rank: Member
Groups: Registered, Registered Users, Subscribers
Joined: 3/15/2024(UTC)
Posts: 13
Was thanked: 2 time(s) in 2 post(s)
|
Very helpful thank you very much
|
|
|
|
|
|
| Users browsing this topic |
|
Guest (Hidden)
|
Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.
