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Do I have to use Tick Data for Backtesting?
Oakwoodinc
 Post subject: Do I have to use Tick Data for Backtesting? Post rating: 0   New post Posted: Thu 09 May, 2013, 13:08 
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Joined: Wed 12 Oct, 2011, 17:20
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Location: Germany, Sindelfingen
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?
 
tcsabina
 Post subject: Re: Do I have to use Tick Data for Backtesting? Post rating: 0   New post Posted: Fri 10 May, 2013, 09:34 
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Just out from curiosity, why don`t you want to run on tick data? To seed up backtesting?
 
Oakwoodinc
 Post subject: Re: Do I have to use Tick Data for Backtesting? Post rating: 0   New post Posted: Sat 11 May, 2013, 13:52 
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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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