Tick Backtest vs minute sampling data

Created at 13 May 2015, 00:52
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Baiazid's avatar

Baiazid

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Joined 27.11.2014

Tick Backtest vs minute sampling data
13 May 2015, 00:52

Hi guys,

 

I wrote a small algorithm and back tested using minute bars data. Seems profitable. Then I started it in demo account and is behaving totally opposite. I decided to backtest using tick data this time and my system is not profitable. 

My question is: when I simulate using tick data, the spread is present as well? On minute chart I can chose an average spread, but on tick data don't have this option

Tnx

@Baiazid
Replies

bosma
13 May 2015, 03:33

Ticks are a bid and ask, so they include the spread.

@bosma

Baiazid
13 May 2015, 04:44

RE:

bosma said:

Ticks are a bid and ask, so they include the spread.

Thank you!

@Baiazid
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