When I applied my strategies in Uni Renko bars, the backtesting is not "real". The results ara much better than when the strategy works in real time. There is a configuration of unirenko bars, or any way for do the backtesting in a correct way with unirenko bars? Thank yoU!
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Configuration for uni renko bars for having a "real" result in backtesting
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Configuration for uni renko bars for having a "real" result in backtesting
Hi,
When I applied my strategies in Uni Renko bars, the backtesting is not "real". The results ara much better than when the strategy works in real time. There is a configuration of unirenko bars, or any way for do the backtesting in a correct way with unirenko bars? Thank yoU!Tags: None
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Hello Jaume Pujola,
Please note that you should expect differences between a backtest and running a strategy in realtime. See the link below that explains why.
The Strategy Analyzer only uses the OHLC of each price bar. It does not calculate intrabar.
You could run the strategy while connected to the Market Replay. The Market Replay allows you to replay historical data in realtime. Please see the following link for more information regarding the Market Replay.
JasonNinjaTrader Customer Service
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UniRenko, as in 99% of Renko variants, has fake bodies and reports fake lows or highs, etc. of bars. If you want access to the underlying data you would need to get away from the free stuff and visit Innovative Trading Solutions.
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