End of Day option
Add option to use end of day instead of intraday in backtests for replacing stocks
5
votes
Geoff Rose
shared this idea
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Rick Rodgers
commented
Correcting this issue will enable better consistency with the Simulator. On a recent run between the backtester and simulator I found a difference of over 25% annual rate of return because the backtester was exiting (via trailing stop) on intraday price while the simulator used end of day.
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Sam Wongvitavas
commented
do you mean ---- next day closed price