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Backtest makes no sense
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Hello Speculation101,
The typical cause of differences between backtest and real-time or playback is a lack of 1-tick intra-bar granularity, and if Calculate is .OnPriceChange or .OnEachTick, a lack of TickReplay.
Below is a link to a forum post that discusses and demonstrates how to write information to file to find out what is causing differences.
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Backtest makes no sense
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