Announcement

Collapse
No announcement yet.

Incorrect trades in simple backtest

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • 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, 12:58 PM.
Working...
X