When i replay mode to backtest an automated spreadsheet study for trading does the replay speed change when/where fills can happen? I ask cause in a high replay speed i can see times where the strategy is filled mid way through a bar when a signal is triggered at beginning of the bar?

If replay speed does change when/where fills is there any logic to how to choose an optimal replay speed?

Thanks

I am using "Color Bar Based on Alert Condition". When the TRUE signal (=1) has been given, I enter trade on Bar close.

Sometimes, the condition switches from TRUE to FALSE inside the bar. Sometimes switching even on multiple occasions. (for example going 0-1-0-0-1-0)
I would only like to enter trade on bar close when condition is true during bar close. At the moment I enter trade even when during the bar close the value is FALSE (flicked from 0 to 1 and then back to 0).

EDIT: I think I have found a solution - "Strict Signal Only On Bar Close Evaluation" should be enabled

Quoting 

does the replay speed change when/where fills can happen?

No, but it will lag if the the speed is too fast for the video display to keep up.

Quoting 

... is there any logic to how to choose an optimal replay speed?

Choose a speed that does not cause the video display to lurch.

Kuuluud 

I am using "Color Bar Based on Alert Condition". When the TRUE signal (=1) has been given, I enter trade on Bar close. Sometimes, the condition switches from TRUE to FALSE inside the bar. Sometimes switching even on multiple occasions. (for example going 0-1-0-0-1-0) I would only like to enter trade on bar close when condition is true during bar close. At the moment I enter trade even when during the bar close the value is FALSE (flicked from 0 to 1 and then back to 0). EDIT: I think I have found a solution - "Strict Signal Only On Bar Close Evaluation" should be enabled

Since the 'Strict Signal Only On Bar Close Evaluation' option is only available in the Spreadsheet System for Trading study, and that study also has the Signal Only On Bar Close (K,M) option. Set it to Yes.

I have found that the 'Strict Signal Only On Bar Close Evaluation' set to Yes can sometimes be too strict, and occasionally entries get missed.
Regardless, this option is only meant to limit entries to the exact close of the signal bar and not anytime later, and Signal Only On Bar Close needs to be Yes.

After watching backtest for a while i see at times when in a trade and an unwind TRUE signal happens in column N or L that the trade doesnt go through. Thoughts on what could cause this or how to make so all unwind signals are fed?
Thanks

Im running replay on multiple charts and asked for 'processing step in seconds' and this seems to change where fill happen, can anyone explain why this would change backtesting fills?
Many thanks

tomgilb 

No, but it will lag if the the speed is too fast for the video display to keep up. Choose a speed that does not cause the video display to lurch.

bxman 

Im running replay on multiple charts and asked for 'processing step in seconds' and this seems to change where fill happen, can anyone explain why this would change backtesting fills? Many thanks

Same reason: the slower the replay, the more accurate the results.
This is because of processing latencies from hardware, software, and system complexity.

Sorry to bother but want to be clear, slower the replay speed or slower the processing speed or both makes it more accurate? As it gives options for both i want it to be as accurate as if i was trading.
Much appreciated

bxman 

Sorry to bother but want to be clear, slower the replay speed or slower the processing speed or both makes it more accurate? As it gives options for both i want it to be as accurate as if i was trading. Much appreciated

If you enter a 1 when prompted for a 'Processing Step In Seconds', instead of the default 60 seconds, you will get a slower replay speed, and IMO a more accurate test. So both. I always use 1 second, for 2 reasons: more accurate because the replay is slower, and I can see whether the entries/exits happen as expected.

A slower replay/processing will remove latency because your computer hardware is now better able to keep up with processing the data in a replay.
Theoretically, a speed of 1 (matching realtime) would be the most accurate, but a speed of 10 would likely produce similar results.
There are so many factors involved that I simply use visually observing whether the video can keep up as a rule of thumb to determine the fastest speed that will produce the most accurate test.

Last question of the year, Tom.
Is there a way to display, on the chart, a value entered in the H column, and if not,
is there a way to display a value from anywhere else on the sheet,
but without using the
"Study subgraph above/below bar as text"
study?