Strategy performance

[JTizz]

When a strategy is run with standard fast vs high. The standard gives fake or useless entries, so what is the purpose of std fast?

[NinjaTrader_ChelseaB]

Hello JTizz,

The purpose would be to get a general idea of how the strategy behaves quickly.

Once the behavior is correct, add intra-bar granularity to increase order accuracy which will also require more hardware resources and will take longer to test.

Backtest order fills are not fake. They are accurate to within the high and low of the bar. By adding a 1 tick bars, the order fills are accurate to 1 tick.

[JTizz]

Backtest order fills are not fake. They are accurate to within the high and low of the bar. By adding a 1 tick bars, the order fills are accurate to 1 tick. Is this using the high setting?

[NinjaTrader_ChelseaB]

Hello JTizz,

Below is a link to a forum post on adding a 1 tick series for intra-bar granularity.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/94098-isfirsttickofbar-vs-onbarclose-for-backtest-live?p=773377#post773377