Difference results legacy and a new version platform
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Hello.
Why is there a difference in the strategy results on the legacy version of the Quantciacs and on the new version?
The strategy is the same. -
@vyacheslav_b Hello, we are using a different slippage model. In the old version of Quantiacs slippage is taken to be 5% (HIGH-LOW). In the new version we use 4% (ATR_14), where ATR_14 is the average true range over the last 14 trading days, and therefore it includes day-to-day price moves in addition to the intraday variation.
