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I have to take a stab at this because some time ago I said on this list that my
systems were running a little differently on 2000i, this is problem that I was
referring to.
When running a system on Daily Bars During the market day TS knows how the Daily
Bar is being built and where and when prices on the bar were reached, and the
system reacts properly. When you close the chart or reload the Data it no longer
knows this information and reverts to the Old Bouncing Tick Theory, and Omega's
assumption of how the Bar was formed, and will show different results. I also
think that if you generate orders for the next bar you would not get your exit
until the next day.
If you were to rewrite the system to refer to Daily Data and run on Interaday
Data this problem is minimized.
In 2000i if you set the system to backtest at the tick level on daily data that
the Server has collected I have not seen this problem. You can also adjust the
bouncing tick amount.
So much for that.
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