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Who do I believe? Strategy's (Realized)? or summary report?

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    Who do I believe? Strategy's (Realized)? or summary report?

    replaying ES 12-11 with strategy.

    Looks like (Realized) is off some how.

    no other trades taken since I've either been asleep or at work for 80% of the time taken on this backtest.

    no other strategies running and it's been almost 30+ hours to chug through 9/12/2011 to 12/13/2011


    I could have sworn a few trades ago, the strategy (Realized) was lagging for some reason.

    Only 321 trades , and I just verified on ES, commissions are not set.

    Something got lost some where???
    Attached Files

    #2
    Originally posted by sledge View Post
    replaying ES 12-11 with strategy.

    Looks like (Realized) is off some how.

    no other trades taken since I've either been asleep or at work for 80% of the time taken on this backtest.

    no other strategies running and it's been almost 30+ hours to chug through 9/12/2011 to 12/13/2011


    I could have sworn a few trades ago, the strategy (Realized) was lagging for some reason.

    Only 321 trades , and I just verified on ES, commissions are not set.

    Something got lost some where???
    The only thing I can think of at this late hour, is maybe one or the other is missing an On Market Close trade.

    Comment


      #3
      Originally posted by sledge View Post
      The only thing I can think of at this late hour, is maybe one or the other is missing an On Market Close trade.

      and I believe the 321 trades is simpky a result of me running my strategy with 5 contracts...

      Which doesnt make sense as that is not divisible by 5, nor is it divisible by 2.

      Ok, i am going to sleep. Later

      Comment

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