+1 888 340 6572

4.6.9 Advanced. How The Strategy Backtesting Engine works: Difference between revisions

From MultiCharts
No edit summary
No edit summary
Line 1: Line 1:
___TOC___
At historic calculation, the Backtesting Engine calculates every bar of the chart in order, it opens, emulates real-time within the bar and closes the bar. At the bar close the Backtesting Engine calculates all the strategy signals. The strategy calculation results in the collection of orders generated by the signals during the next calculation. MarketThisBar orders are also executed here at the bar close.  
At historic calculation, the Backtesting Engine calculates every bar of the chart in order, it opens, emulates real-time within the bar and closes the bar. At the bar close the Backtesting Engine calculates all the strategy signals. The strategy calculation results in the collection of orders generated by the signals during the next calculation. MarketThisBar orders are also executed here at the bar close.