Hey, I was reviewing trades I made in conjunction with a spy strat of mine and noticed the following inconsistency:
Any idea why this shows up like this?
Yes. The backtest results are showing yesterday’s CLOSE vs Tuesday’s open. The screen results are showing yesterday’s OPEN vs Tuesday’s open.
This is true of screen backtests in general. If the as-of-date of a screen backtest is today, the FINAL price will be the most recent close, even if the screen specifies “next open.” All the other prices will be opening prices.
Oh I see, thanks Yuval