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Backtesting using Heiken Ashi bars is very misleading
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Backtesting using Heiken Ashi bars is very misleading
Shouldn't backtests always operate off the actual price at the close of each bar, not the modified Heiken Ashi closing price?? I want to use Heiken Ashi bars for input to a strategy but backtest against the actual price at the close. What is the benefit in backtesting off a closing price that never really happened? Can we change this so that the backtest runs off a real closing price instead even when using Heiken Ashi as the data series for the backtest? Please note I only tested this in Beta 2 and have not have not had time to confirm it's still an issue in Beta 3.Last edited by tomtom; 10-29-2009, 12:52 AM.Tags: None
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