Generally it makes tick level testing a total pain in the ass to do; when it should really just be a flick of a switch if the data is already there.
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Allow tick resolution backtesting
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Allow tick resolution backtesting
I know you can fake it by adding a tick period to your strategy, and submitting orders to that bar index... but there's a host of issues when you do this, not the least of which is dealing with either manual cancellations of orders or many thousands of order/cancellations (if you're for example using limit or stop limit orders for entry).
Generally it makes tick level testing a total pain in the ass to do; when it should really just be a flick of a switch if the data is already there.Tags: None
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