Hello
In the last month I have had problems with my back tests.
They do not show the same results as before.
Still, I choose the same spread and the same time period.
Tick by Tick? yes
BUT today I saw something interesting.
Backtest on old codes is not correct on Nasdaq.
But at DAX, all my back tests are correct if I compare with the ones I do today and the ones I did before and compare with now.
How can it be that the Nasdaq index alone is no longer correct.
The difference is that I get ~10% more positions now when I do backtest against earlier on the same code and during the same time period (but not on DAX index codes)
Have tested with several Nasdaq codes and get incorrect back tests on all compared to the ones I did before.
I live in Sweden so I have time zone UTC +2.
Have tested with other time zones but it makes no difference.
What am I doing wrong 🙂