I am back testing my strategy for the period from 9/02/2013 to 9/04/2013. There is total 2 round trades. One in 9/02/2013, one in 9/03/2013, no trade in 9/04/2013. However, when I backtest on 9/04/2013 by the same strategy. There is one trade in 9/04/2013. Why there are these discrepancy?
One possible reason I though maybe the initialize function. Is it called on at the beginning of each trading day?
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