Testing strategy performance on tick data

[aufidius]

Lets say I have a strategy that works well on 30 minute bars and I set CalculateOnBarClose = true..

Im curious how it would perform when not waiting for the bar to close. My data feed includes 180 days of tick data is there a way to backtest and see how the system would preform on a tick by tick basis?

basically can I set "calculateonbarclose = false" and backtest on the previous 180 days using the tick data from my provider? would that work?

[NinjaTrader_DaveI]

Hello,

The answer is yes and no. In backtesting, all strategies are run as if CalculateOnBarClose = true, so setting it to false in your strategy will not accomplish the same thing in backtesting as it would live. That being said, there is a way to mimic the behavior of CalculateOnBarClose = false, by adding intra-bar granularity to your script. Essentially, you can add a 1-tick data series to the script, then perform your entries/exits based on that data series, which has a bar close every tick.

For more information on adding intra-bar granularity to your code for backtesting, please see the link below:
http://www.ninjatrader.com/support/f...ead.php?t=6652