Hi
Say I want to backtest against
Values: 141 142 141 142 143
Indicator: 0 0 0 0 1
I see that my indicator rised, so let's assume this is a buy signal.
Future values are: 144, 145, 141
So how do you backtest against this?
I assume that in real world there's a delay between buy order and actual buy.
How do you account for this in backtesting?
Do you put a random delay before you buy?
Do you average next N values and see if there is profit?
Thanks
What kind of scheme are you building - that is weirdSay I want to backtest against
Values: 141 142 141 142 143
Indicator: 0 0 0 0 1
I see that my indicator rised, so let's assume this is a buy signal.
Future values are: 144, 145, 141
So how do you backtest against this?
I assume that in real world there's a delay between buy order and actual buy.
How do you account for this in backtesting?
Do you put a random delay before you buy?
Do you average next N values and see if there is profit?
Thanks
Not sure what you're asking. Are you saying backtesting is weird?
