(#1) Is there any coding or strategy technique that minimizes the difference between backtest performance and test-forward performance (using Market Replay)? For example, using limit orders instead of market orders?
(#2) Would this technique work with a range bar or Renko bar based strategy?
(#3) Can Market Replay test results be affected, depending on the use of fast forward? For example, if I want to run a week's worth of tests on an automated strategy, and I bump the playback speed to 500x, are my results compromised somehow?
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