Hi Caalador,
Thanks a lot!
Mix mode (“Price simulation” parameter of BACKTEST) is more realistic for backtesting process.
Please take a look at next picture. There is dMACDext strategy applied for backtest (top part of picture) and with the same properties in “real trade place” (bottom part of picture), at the same time.
As you can see, BUY/SELL signals are produced at one time.
But, if you change the “Price simulation” parameter of BACKTEST to “Close” the backtesting process will have less data (ticks per period of the history) for simulation and BUY/SELL signals of backtesting will not concur with signals in “real trade place”. This situation will provide rarely profit, so I have suggested using “Mix” mode for backtesting process, in general cases.
NB
For additional information,
if “Price simulation” parameter of BACKTEST sets to “Close” we have only one (1) tick per period of the history and if it sets to “Mix” or other we have eleven (11) ticks per period of the history.
Thanks.