Backtest entry date for weekly periodicity

I trade weekly, with buys and sells on NDO with buy and sell price Monday's open.

Why is the Date and ExDate in the backtest trade list Friday? The buys and sells took place on Monday, not Friday.

If you use weekly bars only and date of the bar is Friday date, than trade opened on Monday (on the weekly bar open) will have Friday date. No other dates are provided in case of weekly bars.

Similar to when one uses daily bars and don't consider time of the trade.

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Ok thanks. For some reason I thought the bar "knew" that the open was Monday and the close was Friday, and since the BuyPrice was the open the date of that price would be reflected in the trades list.

But what you say makes sense.

I'm using the backtest to manage my trades (Add future bar) rather than the explore. And the trade dates reflected in the trades list are doing my head in, esp. since Date (the Buy Date) is not correct - the buy was Monday, not Friday.

I paste the trades list output into Excel, which feeds into a process to create a CSV for basket orders in IB. Since I'm already pasting into Excel, perhaps an improvement to my process would be a formula in Excel to "translate" the Date column to the actual buy date.

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