Lately I started building strategies with NT strategy builder and I learned about order fill accuracy while backtesting. I have read a lot about it and it is all not very clear to me but a few things I've learned.
To let your strategy calculate (while backtesting) on each tick or price change you need to enable tick replay but that works only for your indicators and conditions and so on. To get those orders filled at the same time you will get your signals from indicators ect. You will need to ad a tick data series and fire your buy or sell orders to that data series but you cannot do it in the strategy builder but only by coding. And also since I use targets and stoplos in my strategy they will not fire to the secundaire data series but to the primary data so thats a problem in my opinion.
Since I cannot code I have to go another way. I have to enable the high market fill resolution in the strategy builder or analyser to 1 tick or so. But since the conditions like indicators dont update on tick in that case I have to set the strategy to onbarclose to get accurate backtest results comparing to live trading result. But my main question is: do targets and stoploss orders get the same high fill resolution as the intial buy sell orders that are generated by the strategy conditions?
I hope you can follow what I'm meaning by al this. Also if someone knows a easier way to get this al done please tell me.
Thanks in advance.
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