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05-08-2012, 07:55 AM
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Join Date: Jun 2010
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Live vs Backtestv
Hi there.
I'm running a live strategy and I've had roughly 6 fills today. I've gone in and done a historical backtest for today already and it shows me I should have only been filled ONCE. Why is there a difference? Surely the backtest (albeit not trading live) would be the ultimate view as it can assimilate all data. |
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