I am getting two different symptoms, comparing my results between back test and market replay:
1) Sometimes I get entries on backtest that don't show on market replay at all even thou its the same data. The example below at 2:29 is one of the examples that earlier did not show at all
2) Sometimes they both get a entry but times are off. in this thread I give an example of number 2.
3) Why I am looking that these times so critically is I have exceptually good performance on the backtest, but the market replace is terrible. They are both running with onbar close true they should not be that far off. So I am looking at these times to see if that is the hint to the issue. Of course you can get better worse fills but there is something odd here?????
Back test entry on 6E on 1-6-11 Market Replay Diff
Short 1.31.25 at 1/6/2011 01:36:26 Short 1.31.21 at 1/6/2011 01:36:23 .03min
Short 1.31.21 at 1/6/2011 02:29:30 Short 1.31.21 at 1/6/2011 02:28:19 1.11min
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