I try to do tick by tick backtests over a long period. For this, I created a symbol, imported ticks (Ask, Bid, Last), I also imported minute bars.
when i launch a backtest on a 1 minute chart, i see that only Open,Close, High, Low values are used. It's ok with tick replay, but not with backtests on a long period.
I also added dataseries on ticks in the strategy as secondary data, same result.
The only way to perform is to use Tick primary data series, so tick charts.
Is there another way ? I'd like tu use 1mn chart, like in automated live trading. Difficult to verify my strategy on tick chart.
Thanks for your anwers.
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