Add-Granular-Processing-to-the-Top-5-Rankings

Short Version:
* add some realism to the Top 5
* Make sure results are achievable in real trading
* don't raise unrealistic expectations
* do not advertise bloated performance

Long Version
It is well known that strategies that enter with a limit order show very good performance that often looks too good to be true.
It is not so well known but occasionally reported by traders that these results are not achievable in real trading.
Recently pfelix did a thorough analysis (see below) of the "OneNight" trading strategy that showed how a backtest of limit order strategies based on EOD data shows very different (and too optimistic) results compared to a backtest that uses granular processing to determine the correct order of fills.

It can be said, that an EOD backtest of these strategies peeks in subtle ways into the future. And this is something we have to avoid under any circumstance, because it produces inaccurate (lets be clear: wrong) backtest results.

Showing such results in the Top 5 undermines confidence in the software and the backtest methodology.

Therefore I suggest (again) to base the Top 5 results on granular processing.

This was already suggested in the discussion thread "Trying to understand NSF"
(https://www.wealth-lab.com/Discussion/Trying-to-understand-NSF-11704) Post#18:
"I'd suggest to run limit order strategies with granular processing (or similar) before their results are published in the Top 5."

pfelix suggested the same in the discussion thread "Use starting capital to determine buying power & limit orders", (https://www.wealth-lab.com/Discussion/Use-starting-capital-to-determine-buying-power-amp-limit-orders-11767) Post#4: "It might be worth considering applying granular processing to published strategies..."