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Re: indicators- replay vs. realtime



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>I say that when you 'replay' a historical dataset
>indicators do NOT behave in the same way as they 
>would in a realtime situation...
>(clicking on a button to advance the market forward one bar
>like built into esignal- to quickly fastforward through historical) 
>Am I wrong?

I would think that, if the indicators are updated only at the close of
every bar, rather than every tick, then historical replay would result
in identical indicator values as in real time.

If you're using the PushPop DLL anywhere to communicate between
indicators and strategies, however, all bets are off.  In my
experience PushPop is ONLY applicable to real time; the results are
unpredictable when backtesting because indicators and strategies
aren't updated synchronously.

-- 
  ,|___    Alex Matulich -- alex@xxxxxxxxxxxxxx
 // +__>   Director of Research and Development
 //  \ 
 // __)    Unicorn Research Corporation -- http://unicorn.us.com