Hi there,
I'm getting very different results when using an individual (linked) dataset - let's say 20 symbols from S&P 500 - vs. applying a symbol filter block in the strategy blocks. Why is there a difference and which method is the more accurate (despite survivorship bias which both are facing)?
Best,
Damian
I'm getting very different results when using an individual (linked) dataset - let's say 20 symbols from S&P 500 - vs. applying a symbol filter block in the strategy blocks. Why is there a difference and which method is the more accurate (despite survivorship bias which both are facing)?
Best,
Damian
Rename
It's hard to say without the details or even a peek at the Strategy or Provider(s) involved.
Anyway, whenever you're comparing backtests that aren't the same, put the Trades lists of the backtests side by side and look at the first trade that's different. It's usually enough to determine why it's different.
Anyway, whenever you're comparing backtests that aren't the same, put the Trades lists of the backtests side by side and look at the first trade that's different. It's usually enough to determine why it's different.
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