Rob Giles wrote:
I’m not sure I understand what you are asking here Julian. I just run the 1 recent day backtest to see what fills the system should have got and compare it to IB fills to check system accuracy (i.e. I’ve been doing it daily…..for a whole week…the extent of my fully systemised trading career!). Is that what you are doing here?
For the MOC system that’s fine, but for an MR system when you look at STT and place the dates into the dashboard, say 14/8 to today, if you were holding any open positions on the 14th then they would be shown on the STT dashboard. If you run a backtest in Amibroker and set the start date to 14th it will assume you have no open positions so the results will be different.. Therefore you need to manually account for those open positions in STT in order to check one against the other.
I was looking for a shortcut