Clarify: TickData VS. 1 min bars data optimization
Clarify: TickData VS. 1 min bars data optimization
26 Nov 2015, 09:51
Hello!
I need clarification on an optimization problem:
I got good results with one bot for past 3 years, and got it optimized for a 5 min chart. For the data, I used "1 min" instead of TickData, because it's much faster.
When I then tried backtesting with the good parameters, and used TickData, the result was a downhill rollercoaster...
Is TickData the REAL movement of the market, like if I forward test, does it go according to tick data, or will the "1 min" data optimization suffice? If it goes by the TickData, then what use it is to optimize anything with "1 min" data? (Then I would have to find completely different parameters for TickData.)
Thank You.
Replies
GDPR-24_203122
28 Nov 2015, 12:17
RE:
Spotware said:
Dear Trader,
Please have a look at the following thread: /forum/calgo-support/7314?page=1#6
Thanks for the answer, but changing the timezone +/- 5 hours doesn't change anything in this case. I tested that.
My bot uses simply MA as indicator to place trades, and also a little bit of martingaling.
Shouldn't the backtesting results with "tickdata" and "m1 bars from server (open prices)" be somewhat similar? In this case the backtest results are totally opposite...
Can you please clarify on this?
Spotware
30 Nov 2015, 20:39
Dear Trader,
The reason for pointing this thread to you was actually the explanation about the tick data. We apologize if that wasn't clear.
The data in backtesting mode are broker specific historical values of the Symbols. Tick data is accurate.
Each m1 bar from server is only 1 tick (historical open price).
@Spotware
Spotware
26 Nov 2015, 22:37
Dear Trader,
Please have a look at the following thread: /forum/calgo-support/7314?page=1#6
@Spotware