I have a strategy that is written so that the orders are submitted on the first tick of a minute bar the entries are actually submitted using a stop entry market order, like this:
CalculateOnBarClose = false;
Unmanaged = true;
PlaceMMExitOnEntry = true;
EnterLongStop(1, EntryTarget); - This is submitted on first tick of minute bar
I have the same strategy where CalculateOnBarsClose=true so im assuming it submits orders on the bar close, with for example exitShortSignal = ExitShort(1, "exitShortSignal", "enterShort") This strategy takes a signal from the same minute series as above and submits a market order for ES once the signal price is reached.
What I have noticed is that the second strategy setup shows backtest as being 1 tick behind the other strategy setup above it.
I would like to know, which one is the most realistic in backtesting? Which one would be better to use in real-time trading?
Thanks,
EliteTraderNYC
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