Diamond Backtesting with Walk Forward Manager (BTWFMgr)
(Professional Software Solutions)
Performance Differences
BTWFMgr will match the performance displayed in the tradestation Strategy Report
by mirroring all trading events as closely as possible - called "Events", which are stored in the Event File (*.btwf2)

TradeStation exhibits a slight difference in the exit time for same bar entries and exits:
Bar shows exit at the bar close 12:30, but the TradeList shows it in the next bar at 15:15

These slight diufferences will show up when you compare performances as "PART-x" mismatches:

@ER2M08=1 7/3/2003 12:30:00 7/3/2003 12:30:00 -1 456 455.7 5.3 221 PART-x 90 @ER2M08=1 7/3/2003 12:30:00 7/3/2003 15:15:00 -1 456 455.7 5.3 0

 

(C) Copyright 1998-2008, Burkhard Eichberger, Professional Software Solutions
All Rights Reserved Worldwide.

 

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