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Testing trading strategies on real ticks

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by , 04-08-2017 at 09:26 AM (1312 Views)
      
   
Testing trading strategies on real ticks

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The article provides the results of testing a simple trading strategy in three modes: "1 minute OHLC" using only Open, High, Low and Close prices of minute bars; detailed modeling in "Every tick" mode, as well as the most accurate "Every tick based on real ticks" mode applying actual historical data.
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