Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

How to have backtest and optimization use tick data

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    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.

    Comment


      #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?

      Comment


        #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.

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by argusthome, 03-08-2026, 10:06 AM
        0 responses
        77 views
        0 likes
        Last Post argusthome  
        Started by NabilKhattabi, 03-06-2026, 11:18 AM
        0 responses
        45 views
        0 likes
        Last Post NabilKhattabi  
        Started by Deep42, 03-06-2026, 12:28 AM
        0 responses
        27 views
        0 likes
        Last Post Deep42
        by Deep42
         
        Started by TheRealMorford, 03-05-2026, 06:15 PM
        0 responses
        32 views
        0 likes
        Last Post TheRealMorford  
        Started by Mindset, 02-28-2026, 06:16 AM
        0 responses
        63 views
        0 likes
        Last Post Mindset
        by Mindset
         
        Working...
        X