Replies to post #669 on Strategy Desk Users' Group

[QUIKTDR]

TY all,

vegas, I will add code to strategies and see whether it may afford me closer results to backtesting.

[QUIKTDR]

Strategy Desk Support

FYI This is another answer that I received from SD.Is this the same idea as presented in post and by Tony?

Thirty minute signals tend to be more reliable than 5-minute signals because there is less noise on the higher timeframe. It also benefits us because there are fewer chances that an alert will be triggered prematurely due to intra-bar movements. Other trades are reliably getting real-time signals to match backtesting. I cannot give you any specifics due to our compliance rules, but I can tell you that crossover strategies can be more difficult to mimic because of the intra-bar action. Things you can try are pushing the formula back by 1 bar, and trying a time-based exit such as:

Bar[Second,0] >= X AND Bar[Second,0] <= Y

Replace X and Y with seconds so that if the bar lands between this range, the criteria will be true. This can be used to have alerts trigger at the beginning of the bar or end of the bar, for example.