Fill Resolution

[felipetfk]

Hello,

Further than a question i'm looking for an advice, anyone can know if in order to optimize backtesting times can i use the High Fill Resolution with Minute (and 1 in value), and with the entries instead of targeting and stop loss with ticks is better to use a %of the price in this case (because the minute range)?

Thank you.

[NinjaTrader_AlanP]

Hello felipetfk,

Using High Order Fill resolution is going to give a more accurate results, however whether its going to return drastically different results would depend on the strategy.

Whether or not to use ticks or % of price, this would really depend on the instrument, strategy, trade duration, and volatility conditions. In an inflationary environment, percent might make more sense than ticks if testing over a long period of time, however there is no golden rule what is best.

I would suggest extensive testing to come up with the best hypothesis.

Please let us know if you need further assistance.