Difference between m1 bars and tick data?
Difference between m1 bars and tick data?
10 Apr 2022, 03:25
When coding and backtesting strategies i've found several that are very profitable when optimising for the m1 data. When I try to optimise for tick data however, it just locks up. I left it running overnight and it still barely made any progress, didn't take any trades.
When applying the m1 optimised strategy in a backtest with tick data, the strategy is grossly unprofitable. Why is this occurring? is there any way in-code I can work around it so that my algo does not exploit tick-data, but just works with m1 bar data so I can optimise and see the same results in the backtest as I do during the optimisation phase? If I don't use onTick(), but just use onBar() will that achieve this?
amusleh
10 Apr 2022, 09:21
Hi,
Using tick data is the most accurate option for backtesting, maybe your cBot show different backtest/optimization results because of real spread in tick data, its much slower because it uses tick data, not OHLC bars.
@amusleh