why is the realprice buy ( or sell) different from the backtested buy or sell?
When part of the strategy is; go long if c(0) is greater tha o(0); this means if bar closes higher than opening of bar; go long. In the backtest the buy actually & visually starts at the OPEN of the second green, rather than the closeprice of the first green.
I do have the iwmeanrenko bar.
This way your longs and shorts are too optimistic, about half the bar size.
Any comments?
Regards,
Rob
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