Please help Ticks & 1M Bar

Created at 28 Mar 2018, 11:51
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ceakuk

Joined 19.03.2018

Please help Ticks & 1M Bar
28 Mar 2018, 11:51


Hi,

After many moths I finally created a very profitable robot on 1M bar backtesting. Unfortunately it fails terribly in theTick data.

What can I do to save my robot?

 

What is different between the 2 datas and why such  abig difference?

I'm totally out manouvered but im not giving up on my bot. Thank you in advance


@ceakuk
Replies

PanagiotisCharalampous
28 Mar 2018, 12:00

Hi ceakuk,

I would suggest that you always backtest on Tick Data. Backtesting on Tick Data is what would actually happen if you had your cBot running during the backtested period. Backtesting on bars is faster but not so accurate. It is suggested that it is used at the initial stages of developing a cBot and also avoid using it when your cBot depends heavily on logic implemented in the OnTick() method. It could lead to serious deviations in results.

Best Regards,

Panagiotis


@PanagiotisCharalampous