Hi,
I'm making an SQX Stockpicker backtest vs AC real trading comparison and see a 1-bar difference in Exit After Bars trades.
All my recent trades exiting After Bars in compared strategy (settings on screen) in SQX going one day longer than the real trades in AC (-> list screen).
15 bars mean 20 days in this example (-> ALK Example).
In my research:
This seems maybe not a big difference, but it will be a permanent difference between backtests and real trading results.
PS. Im testing SQX 137 (final) version
Status changed from New to Fixed
Attachment image-0.png added
I have modified the comparison to >= in SQX. Thanks for pointing it out.
Tamas