Why Backtest Logs Can Precede Recorded Trade Dates
Summary
This brief exchange explains an apparent one-day mismatch between backtest output logs and the trade details table. The stated cause is the difference between a signal and its execution: the log records when a price bar arrives and triggers the signal, while the buy is carried out after the market opens on the following day. The log can therefore show an earlier date than the recorded purchase without either date necessarily being wrong.
The note offers a timing explanation, not a general guide to backtest engines. It provides no example data, platform settings, or details about other order types, so the explanation should be checked against the strategy’s execution rules and the platform’s date conventions when diagnosing a particular result.
Key ideas
- A backtest log may record the bar that triggers a signal.
- A buy can execute after the next trading day opens, making its date appear one day later.
- Check signal timing and execution rules before treating the date mismatch as an error.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.