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On another note, what is the purpose of having something in backtesting if it will not work in real trading. In this case is it a limitation in the strategy tester so that it mimics something in real trading? If so, what is it mimicking?
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Thank you for your help.
Regarding the "This bar on Close", you are looking at a legacy feature.
Easylanguage was invented ~30 years ago,
before the internet was widely available,
before intraday quotes,
before daytrading,
before 24/7,
before multi-core multi-gigahertz personal computers,
before 3D optimization,
before precision exhaustive genetic backtesting,
before... a lot of things we take for granted today.
In the old days, it was a luxury being able to do backtesting on a 5 MHz CPU (that's mega, not giga) and 256K of memory.
In the old days, backtesting was only a high-level concept testing. The method provided was designed to test the largest amount of data, using the least computer resource, so that the testing can be done in the shortest possible time. ie. start the test on Friday afternoon and hopefully it will be done by Monday morning.
I hope you get the drift.
Enjoy!