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Questiton about the 1 tick resolution backtesting

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    Questiton about the 1 tick resolution backtesting

    Hello,
    I want to better understand the 1 tick resolution backtesting feature of NT8.

    In particular, for NT7, we used to add a second bar with 1 tick resolution in order to force the backtest to increase its resolution that way.

    This required a lot of additional work on the code....and the end results were not radically different (with still a lot of deviations from e.g the market replay mode).

    My question is if the NT8 1tick resolution backtesting differs in any way on the way it processes data when being run ih Maximum Resolution backtesting?

    In one of my other threads, I was told that the Max resolution in NT8 is quite similar to the market replay in nt7.

    Does that imply that due to the lower resolution for the actual bar for which an algorithm is being optimized, a calculate on bar close = false can be simulated?


    Thanks.

    #2
    1-Tick high order fill resolution allows your orders to fill at a higher resolution than your primary series, without having to code in any additional logic to submit/execute those orders. This however does NOT change the frequency of when OnBarUpdate is called. All this mode was designed for was allowing your orders to fill intrabar as soon as the price would have satisfied an execution, as opposed to needing to wait until the next bar in NT7 (or program your own higher resolution).

    The new Tick replay mode does however allow you to get all the tick events that went into building your primary bar series, so this will give you the ability to simulate running COBC = false. You simply need to set your desired Calculate setting before running the backtest, and then ensure you have enabled the "Tick replay" mode, and went you run the backtest, your OnBarUpdate, OnMarketData, and Execution events will be running on tick data, without needed to code in any special series.
    MatthewNinjaTrader Product Management

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