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| How do you properly backtest strategy? |
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Naomi
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| Post subject: How do you properly backtest strategy? |
Post rating: 0
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Posted: Tue 03 May, 2011, 15:23
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User rating: -
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Aside from the time frame, do you have to open the indicators and charts also when you set the tick value should it be OHLC? ON OPEN? ON CLOSE?
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Contest Support
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| Post subject: Re: How do you properly backtest strategy? |
Post rating: 0
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Posted: Fri 04 Nov, 2011, 16:19
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User rating: 8
Joined: Wed 21 Apr, 2010, 10:42
Posts: 1167
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Dear sir,
If you backtest on tick data, there is no need to select OHLC which is an extrapolation when using bars for testing. By using ticks, you will
have the minimum price increment with which all historicals are built from. It means basically that the testing procedure will be the most precise
one when using ticks, because there would be no extrapolation.
You do not have to open charts and/or indicators unless you want to watch the backtesting process on charts, with or without indicators.
Best regards.
David
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