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Granularity of testing

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    Granularity of testing

    1. If I enable the strategy on 60 minutes chart of EURUSD, what should I do to ensure that the strategy is backtested at per tick level rather than per bar level?

    2. What is the different if I backtest my strategy by
    a. enabling the strategy on the chart and
    b. running it using strategy analyzer by choosing backtest type as standard?

    #2
    Hello jack1234,

    Thanks for opening the thread.

    To backtest the strategy with per tick order fills, you can use a single tick High Order Fill Resolution. You can also add an additional data series for intra bar granularity as well.

    We have a sample that covers intra bar granularity here: http://ninjatrader.com/support/forum...ead.php?t=6652

    A Standard Backtest in the Strategy Analyzer will test one iteration of the strategy over a period of time using the historical fill engine.

    Enabling a strategy on a chart will have any historical data that passes through the strategy process as historical and then any real time orders that are placed will be either filled by the broker, or filled based off of the incoming market data and volume for simulation.

    Please take time to read through the documentation on Historical Fill Processing and the Discrepancies Between Historical and Real-Time Data. High Order Fill Resolution is explained more in depth here as well.

    Historical Fill Processing - https://ninjatrader.com/support/help...ical_fill_.htm

    Discrepancies Between Historical and Real-Time Data - https://ninjatrader.com/support/help...ime_vs_bac.htm

    If you have any questions on the material, please don't hesitate to ask.
    JimNinjaTrader Customer Service

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