M1 Backtest vs Tick
M1 Backtest vs Tick
14 Jul 2024, 17:01
Hi everyone
I test a robot in m1 backtest, the result is excellent, but I test the same robot with the same parameters in tick, it is awful. What do you think is the reason? And can I run the robot on the real with m1 result?
Replies
ATBIN-ROBOT
15 Jul 2024, 17:31
RE: M1 Backtest vs Tick
firemyst said:
The reason is you're probably running M1 based on candle closed/open as opposed to tick data?
Yes , im using open/close M1 and OnBar() function in robot.
What function do you think I should use? OnTick()?
@ATBIN-ROBOT
ATBIN-ROBOT
15 Jul 2024, 17:38
( Updated at: 15 Jul 2024, 17:39 )
All my bots have this problem and I think the reason is tick data.
Can trades with m1 open/close profitable settings be profitable and reliable?
@ATBIN-ROBOT
firemyst
16 Jul 2024, 04:03
RE: M1 Backtest vs Tick
ATBIN-ROBOT said:
All my bots have this problem and I think the reason is tick data.
Can trades with m1 open/close profitable settings be profitable and reliable?
Depends on your strategy and how it's implemented.
@firemyst
ATBIN-ROBOT
16 Jul 2024, 05:33
RE: RE: M1 Backtest vs Tick
firemyst said:
ATBIN-ROBOT said:
All my bots have this problem and I think the reason is tick data.
Can trades with m1 open/close profitable settings be profitable and reliable?
Depends on your strategy and how it's implemented.
Can you explain more please?
@ATBIN-ROBOT
firemyst
16 Jul 2024, 06:08
RE: RE: RE: M1 Backtest vs Tick
ATBIN-ROBOT said:
firemyst said:
ATBIN-ROBOT said:
All my bots have this problem and I think the reason is tick data.
Can trades with m1 open/close profitable settings be profitable and reliable?
Depends on your strategy and how it's implemented.
Can you explain more please?
There's nothing to explain. It depends on your strategy. Either your trading strategy makes decision on each tick, when a bar is opened/closed, or a combination of both.
Some strategies are profitable; others are not, hence why it depends on your strategy. And then, you may have a great strategy, but not code it well.
So as I said, it depends on your strategy and how it's implemented.
@firemyst
ATBIN-ROBOT
16 Jul 2024, 07:45
Thank you for the guidance
My strategy places 5-minute orders with the closing of the candle, the same strategy is great with the m1 backtest, but it is awkward with the tick. I can't make much change in order placement because my decision starts when the candle closes in 5 minutes
@ATBIN-ROBOT
firemyst
15 Jul 2024, 14:44
The reason is you're probably running M1 based on candle closed/open as opposed to tick data?
@firemyst