Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

How to have backtest and optimization use tick data

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    How to have backtest and optimization use tick data

    Hello,

    How can I ensure that when backtesting or optimizing that tick data is being used. It seems that a limit buy order is triggering is profit target within the same bar it entered. I don't believe the results. I use Kinetick data and have downloaded historical tick data. I also use a 3 min chart for the strategy. Thanks!

    #2
    Originally posted by candy7man View Post
    Hello,

    How can I ensure that when backtesting or optimizing that tick data is being used. It seems that a limit buy order is triggering is profit target within the same bar it entered. I don't believe the results. I use Kinetick data and have downloaded historical tick data. I also use a 3 min chart for the strategy. Thanks!
    You would need to use a secondary, execution timeframe, of 1-tick or 1-range.

    Comment


      #3
      Thanks. I couldn't find any specific place to select a setting like this in either the optimization or backtesting tabs. Is this something that needs to be specified in code?

      Comment


        #4
        Originally posted by candy7man View Post
        Thanks. I couldn't find any specific place to select a setting like this in either the optimization or backtesting tabs. Is this something that needs to be specified in code?
        Yes, you would have to code it.

        ref: http://www.ninjatrader.com/support/f...ead.php?t=6652

        There are other examples if you search the fora.

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by trilliantrader, 04-18-2024, 08:16 AM
        4 responses
        18 views
        0 likes
        Last Post trilliantrader  
        Started by mgco4you, Today, 09:46 PM
        1 response
        7 views
        0 likes
        Last Post NinjaTrader_Manfred  
        Started by wzgy0920, Today, 09:53 PM
        0 responses
        9 views
        0 likes
        Last Post wzgy0920  
        Started by Rapine Heihei, Today, 08:19 PM
        1 response
        10 views
        0 likes
        Last Post NinjaTrader_Manfred  
        Started by Rapine Heihei, Today, 08:25 PM
        0 responses
        10 views
        0 likes
        Last Post Rapine Heihei  
        Working...
        X