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| Do I have to use Tick Data for Backtesting? http://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=81&t=49199 |
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| Author: | Oakwoodinc [ Thu 09 May, 2013, 13:08 ] |
| Post subject: | Do I have to use Tick Data for Backtesting? |
Hello there, i have the following problem: When I do a Backtest with my strategy and I don't use Tick Data, let's say 1 minute OHLC, not every signal is beeing traded. That means my backtest is not valid when i dont use tick data. Does anybody experience the same problem? |
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| Author: | tcsabina [ Fri 10 May, 2013, 09:34 ] |
| Post subject: | Re: Do I have to use Tick Data for Backtesting? |
Just out from curiosity, why don`t you want to run on tick data? To seed up backtesting? |
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| Author: | Oakwoodinc [ Sat 11 May, 2013, 13:52 ] |
| Post subject: | Re: Do I have to use Tick Data for Backtesting? |
tcsabina wrote: Just out from curiosity, why don`t you want to run on tick data? To seed up backtesting? Yes to speed up the test because when i do a backtest with 3 currencies at the same time for 4 years it would take several days |
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