question about backtest on tick data

[nicknamed]

Hi,
I have plenty of historical tick data, I am unable to make my datafeeder (based on working VitaminC datafeeder for 6.5) go faster than 1x or so, therefore it is useless to have tick data as an external source.

So I would like to ask you, how to backtest a strategy when I imported all tick data and I want as real results as possible. I guess NT puts the tick data together to create "fixed" say 15M bars and then test on those bars like they were minute bars completely ignoring the tick structure of the bars, right? If not, please give me a link where I can read more on this topic, I searched the help and forum and did not find anything helpful on this subject.
Thank you very much
N.

[NinjaTrader_RyanM1]

Hello Nicknamed,

Please see here for how NinjaTrader constructs chart bars:

http://www.ninjatrader.com/support/helpGuides/nt7/how_bars_are_built.htm

NinjaTrader does not build minute bars from tick data. Minute bars are required to construct 15M bars.

You're right - when backtesting on minute bars only the OHLC of these bars is known, and you'd have to look at another series if you wanted to know the sequence.

For backtesting, you may want to see this reference sample:
Backtesting NinjaScript Strategies with an intrabar granularity