Now I would like to backtest the strategy. I do not need links to sample code, I believe my code is implemented properly. I just need to know what settings to select in Strategy Analyzer for backtesting my MTF strategy. Currently I am using these settings:
Data Series:
Instrument: (My instrument, currently m6e)
Price Based on: Last
Type: Minute
Value: 2
Time Frame:
Start Date: 01/01/2020
End Date: 01/23/2020
Trading Hours: Use Instrument
Break at EOD: checked
Setup:
Include commission: unchecked
Maximum bars lookback: 256
Bars required to trade: 20
Historical fill processing:
Order fill resolution: Standard: (fastest)
Fill limit orders on touch: unchecked
Slippage: 0
Order Handling
Entries Per Direction: 1
Entry Handling: All entries
Exit on Session Close: checked
Order Properties:
Set Order Quantity: Strategy
Time in Force: GTC
Are these settings correct? I am not getting the results I expected. Please advise.
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