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Run Backtest on every tick, not on bar close

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    Run Backtest on every tick, not on bar close

    How I can test Strategy on every tick, not on bar close?

    For example if I select 60min it use only HLOC prices this bar, but I have tick data. Why it's happend?

    Thanks

    #2
    vadzim, welcome to our forums here - unfortunately the tick formation of your minute bars is not known in backtesting, the OnBarUpdate() for the strategy / indicators would be called at the close of the bar only.

    To simulate an execution intrabar, you can add a finer granularity to your strategy as per this sample -

    You can submit orders to different Bars objects. This allows you the flexibility of submitting orders to different timeframes. Like in live trading, taking entry conditions from a 5min chart means executing your order as soon as possible instead of waiting until the next 5min bar starts building. You can achieve this by

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