Testing trading strategies on real ticks
by
, 04-08-2017 at 09:26 AM (1311 Views)
Testing trading strategies on real ticks
read moreThe 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.