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How to have backtest and optimization use tick data

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    How to have backtest and optimization use tick data

    Hello,

    How can I ensure that when backtesting or optimizing that tick data is being used. It seems that a limit buy order is triggering is profit target within the same bar it entered. I don't believe the results. I use Kinetick data and have downloaded historical tick data. I also use a 3 min chart for the strategy. Thanks!

    #2
    Originally posted by candy7man View Post
    Hello,

    How can I ensure that when backtesting or optimizing that tick data is being used. It seems that a limit buy order is triggering is profit target within the same bar it entered. I don't believe the results. I use Kinetick data and have downloaded historical tick data. I also use a 3 min chart for the strategy. Thanks!
    You would need to use a secondary, execution timeframe, of 1-tick or 1-range.

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      #3
      Thanks. I couldn't find any specific place to select a setting like this in either the optimization or backtesting tabs. Is this something that needs to be specified in code?

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        #4
        Originally posted by candy7man View Post
        Thanks. I couldn't find any specific place to select a setting like this in either the optimization or backtesting tabs. Is this something that needs to be specified in code?
        Yes, you would have to code it.

        ref: http://www.ninjatrader.com/support/f...ead.php?t=6652

        There are other examples if you search the fora.

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