I am trying to backtest a strategy and I am somewhat concerned with the huge variation in results depending on the fill type I use. If anyone could help I am looking for some insight on what live results are likely to be like for the ES. Should I only accept the results from the Default fill type? Any input would be greatly appreciated. Thanks!
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Es Scalper Fill Type
Hi everyone,
I am trying to backtest a strategy and I am somewhat concerned with the huge variation in results depending on the fill type I use. If anyone could help I am looking for some insight on what live results are likely to be like for the ES. Should I only accept the results from the Default fill type? Any input would be greatly appreciated. Thanks!Tags: None
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