we have the following entry condition in one of our live strategies which doesn't reflect accurately on the backtest because of minute granularity restriction of NT7 backtest:
if (Opens[1][0] < price && GetCurrentAsk() >= price && entryOrderLong == null)
Am I correct to understand that with Opens[1][0], we are looking at the opening price of the secondary time series, which in the real version would be set to "tick", so does this mean in the real version the strategy is checking the opening price of each tick or a larger time frame ?
Accordingly, to replicate this behavior in the backtest, would a code like (MIN(Low, 3)[0] <= price) be accurate enough, (looking at the low of the last 3 minutes, to effectively cover all the ticks that happened), or would you suggest I use the identical code for the real version too (but then again, in the live version (MIN(Low, 3)[0] would be equal to just last 3 ticks right?)
Warm Regards,
Vispilio
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