m1 bars versus tick-level backtesting

Created at 24 Nov 2020, 05:05
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john_7ko

Joined 19.04.2020

m1 bars versus tick-level backtesting
24 Nov 2020, 05:05


My bot performs significantly better when using M1 bars instead of tick-level testing.

I believe this is because when backtesting with M1 bars, isn't not possible for stop-losses to be triggered when there's a brief wick below the stop-loss level during the period between a bar opening and closing. Is this correct? It would be good therefore, if there was a way to disable stoplosses for the period that exists between an M1 bar opening and closing and only allow the stoploss to be triggered at the beginning of a new M1 bar. Is there any way to achieve this?


@john_7ko
Replies

PanagiotisCharalampous
24 Nov 2020, 08:29

Hi john_7ko,

Yes this is correct. To achieve this you will need to code your own stop loss logic that will run in OnBar() method.

Best Regards,

Panagiotis 

Join us on Telegram


@PanagiotisCharalampous

john_7ko
29 Nov 2020, 10:23

RE:

PanagiotisCharalampous said:

Hi john_7ko,

Yes this is correct. To achieve this you will need to code your own stop loss logic that will run in OnBar() method.

Best Regards,

Panagiotis 

Join us on Telegram

 

Is there a way to easily disable all stop losses and then re-enable them while conserving stop loss levels  every time Time.Seconds == 0?


@john_7ko

PanagiotisCharalampous
30 Nov 2020, 09:28

Hi john_7ko,

I am not sure what do you mean when you say "to easily disable". There is no built in method, you will need to program something yourself.

Best Regards,

Panagiotis 

Join us on Telegram


@PanagiotisCharalampous