1) Does this method solve the issues of missing trades on back-testing?
2) How can we apply on back-testing on onbarupdate sections on calculations part of strategies, actually I'm doing excel extraction and also also getting some API responses.? Please provides examples.
3) Any other approach so that we can get equal numbers of trade in live and backtest.
Notes:- I am attaching 1 hours results, but I have verified very long periods .
Thanks and regards,
Mukesh
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