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Backtesting
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Backtesting
When I backtest the GBPUSD with an order quantity of 10,000, the test results are vastly different than with 100k, which seems odd, they should be exactly the same. The only thing I would expect to be different is that the 10k test would be ten times less money than the 100k..Tags: None
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The orders, stops and exits are different in a lot of the cases, but why would changing the Lot size do that? and how do I know which test is more accurate? Out of curiosity, is the spread calulated into the backtest? in other words is their a spread in the test?
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Ok, the sample macd crossover actually produced the expected results when I perform that same test, so Now I know this is in my strategy and not the data..
Thanks
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