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Fill Resolution

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    Fill Resolution

    Hello,

    Further than a question i'm looking for an advice, anyone can know if in order to optimize backtesting times can i use the High Fill Resolution with Minute (and 1 in value), and with the entries instead of targeting and stop loss with ticks is better to use a %of the price in this case (because the minute range)?

    Thank you.

    #2
    Hello felipetfk,

    Using High Order Fill resolution is going to give a more accurate results, however whether its going to return drastically different results would depend on the strategy.

    Whether or not to use ticks or % of price, this would really depend on the instrument, strategy, trade duration, and volatility conditions. In an inflationary environment, percent might make more sense than ticks if testing over a long period of time, however there is no golden rule what is best.

    I would suggest extensive testing to come up with the best hypothesis.

    Please let us know if you need further assistance.
    Alan P.NinjaTrader Customer Service

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