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Incorrect trades in simple backtest

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  • Incorrect trades in simple backtest

    I was running a very simple backtest of Price-at-close crossover SMA (renko). In doing so, I noticed some bad trades. Specifically, the backtest would show a trade when the Price didn't go near a crossover with the SMA. When I apply the same efs formula to the chart, the bad trades do not appear. I double checked my efs and even reinstalled esignal. But the same problem persists.

    Anyone know what might be happening?
    Last edited by BillR; 05-02-2010, 11:58 AM.
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