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How to analyze tight SL on large bars
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How to analyze tight SL on large bars
When I run backtest for example on 1hour timeframe and SL is set inside this bar, analyzer show it always as lose, even if price on 1minute chart wasnot able to fill it. Can I test it someway? use 1min chart for backtest is not possible in depend on character of strategy. I understand that backtest use only OHLC, is there any way to use tick by tick?Tags: None
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Hello,
Backtests are not done tick by tick unless you backtest using a 1 tick interval. A backtest will only know OHLC values of the interval you select - it will not be intrabar. More information regarding backtests can be found at the link below.
If we can be of any other assistance please let us know.Cody B.NinjaTrader Customer Service
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