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Backtest on Tick, Chart on Minute

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    Backtest on Tick, Chart on Minute

    I find that unless I backtest on a 1-tick chart, I get fewer entries than otherwise.

    A 1-minute chart will yield maybe only 5 trades versus 26 trades with the same strategy on a 1-tick chart. This even happens when CalculateOnBarClose is false.

    Is this normal?


    In order to get around this, I wanted to backtest on 1-tick, then go to 'chart' and chart a 1-minute chart so I can better read what happened. Whenever I switch the chart to 1-minute however, I lose all the order entry symbols.

    Is this normal?



    Really appreciate any help!!

    #2
    This is the case. When you backtest with the maximum resolution of 1tick you will get more trades (more realistic ones at that too) than backtesting at a 1minute resolution.
    Josh P.NinjaTrader Customer Service

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      #3
      Okay, I will continue to backtest at 1-tick, thanks!


      But I need to view the chart on a higher timeframe. When charting a 1-tick, it's hard to really get a sense of what is going on.

      Can I backtest on 1-tick but view the chart with 1-minute bars?

      Comment


        #4
        You can try a multi-time frame strategy where your primary would be 1min (your chart) and your secondary would be 1tick. Put all your logic inside the BarsInProgress context of 1 so everything happens in the 1tick side, but your chart would be 1min.
        Josh P.NinjaTrader Customer Service

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