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| Tick or 1 minute data for Historical Tester |
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kennyt
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| Post subject: Tick or 1 minute data for Historical Tester |
Post rating: 0
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Posted: Sun 26 Jun, 2011, 15:29
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User rating: -
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I am new to jForex, trying to backtest a strategy which based on 1 minute chart and mainly looks at he high and low of the price.
I was told that the Ticks data was the actual real data tick by tick and thus it is the most accurate data and should be used for backtest. I found that the result of useing the Ticks data and 1 minute data is a lot different, which one should I use?
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API Support
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| Post subject: Re: Tick or 1 minute data for Historical Tester |
Post rating: 0
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Posted: Mon 27 Jun, 2011, 08:05
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
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The platform works with ticks, so in Historical Tester when you choose bars, they actually get approximated into a range of ticks. For multiple cases such approximation brings a significant difference in testing results, compared to results when all ticks option was selected. So the perfomance's trade-off is the precision of results.
Mind that in the next API version you will be able only to select ticks (with different filtering options).
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