Backtesting strategy tick by tick

[NutFlush]

Hi,

I have a strategy that runs in a 1-min chart tick-by tick (COBC = false). Is there a way to simulate/backtest the strategy with historical data so that it also processes each tick?

I have live (and also historical) data from Kinetick.

Thanks,
NutFlush

[NinjaTrader_JC]

Hello NutFlush,

Yes, you may add a secondary data series so that you can have intrabar data like a 1 tick data series.

Here is a thread that has an example of this that you may view.

http://www.ninjatrader.com/support/forum/showthread.php?t=6652

Happy to be of further assistance.

[AnkaS]

Hi,
Lets say on a chart of M1 timeframe, I add an additional 1 tick data source ( BarsInProgress= 1 ).
With this setup would'nt the M1 ( BarsInProgress = 0 ) still be called every minute and the OHLC updated once per min?

Regards

Vivek

[NinjaTrader_JC]

Hello Vivek,

Yes, that is correct the BarsInProgress 0 ( the 1 Minute ) time frame will still be called and updated the OHLC every 1 minute.