I have a strategy that generate some good results, depending on the time period of course, and I'd like to test it as a whole and by chunks (every 15 days for example).
However, when I pick a 90 day period and test it as a whole, or split into 6 15day periods the results are relatively different (very different if I use the Playback option). The chart is ES 03-22, I am using historical data afaik, 1000 ticks data series.
One thing I noticed is that in playback, some trades are somehow different depending on the Timeframe chosen (for example same trades in 12 days vs 45 days), even if I didn't change anything else - only the start/stop times. I know there will be discrepancies between Real Data and Historical, but not sure why there are when I chose diff start/end dates, for the same trades.
What could be the cause of these (sometimes big) discrepancies I see?
Thanks.
Comment