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Backtest for 1 Minute & 60 Minute with SMA Crossover

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    Backtest for 1 Minute & 60 Minute with SMA Crossover

    Hi,
    I'm newbie and wondering how the Backtest work for different timeframe.
    I did backtest for 1 Minute timeframe and compare it with 60 Minute (using type : minute, value: 60) and found that it execute about the same number of trades.
    Does it actually calculate 1M when backtesting 60M bars?
    With Metastock the 1M timeframe would produce 60 more times no. of trades (using MA crossover) than 60M.
    Also, in the report, is there cumulative equity as in Metastock? all I can find is cumulative profit.
    Cheers.

    #2
    Hello buanaid,

    Thank you for your post and welcome to the NinjaTrader Support Forum!

    The 60 minute bars would not use the 1 minute bars unless this was added to the code of the strategy. And unfortunatley, there is no cumulative equity.

    For information on adding multiple instrument and/or time frames to your strategy please visit the following link: http://www.ninjatrader.com/support/h...nstruments.htm

    For information on the statistics in the performance reports please visit the following link: http://www.ninjatrader.com/support/h...efinitions.htm

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