results: backtesting vs market replay vs live

Discussion in 'Strategy Building' started by calhawk01, Jun 20, 2013.

  1. Sergio77

    Sergio77

    In entryprice= MvgAvg(10 Bar, Close) you must put a lag other wise you are forward looking.

    entryprice= MvgAvg(10 Bar, Close, 1)
     
    #31     Mar 4, 2014
  2. Thanks Sergio. I changed it to a 1 bar lag and confirmed that that is indeed more honest and not forward looking since when it was pasted to my chart as an indicator, it's value at Bar 0 (right most ) did not change as the "close mark" went all over the place since it is still the made.
     
    #32     Mar 4, 2014
  3. wil70

    wil70

    How do we accomplish Backtesting == market replay == live trading with NT?
     
    #33     Dec 28, 2016