Backtesting vs. Realtime with Line Break and Kagi Charts
Posted: Dec 21 2010
I've noticed that when using automated strategies using Line Break or Kagi charts, there is a great discrepancy between realtime and backtested results. For example, the number of trades is substantially different.
I understand the difference between realtime and backtesting. But I'm surprised at this wide gulf between the two using these kinds of charts. Does anyone have any advice on how to backtest automated strategies on Line Break or Kagi charts to yield results that are in the same ballpark as realtime results?
I understand the difference between realtime and backtesting. But I'm surprised at this wide gulf between the two using these kinds of charts. Does anyone have any advice on how to backtest automated strategies on Line Break or Kagi charts to yield results that are in the same ballpark as realtime results?