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G'day all,
I'm trying to get my head around how the backtester uses the available
price data to test a system.
As an example, say I have an hourly system. In AA -> Settings I set the
Periodicity to Hourly. However, in my price data, that hour is made up
of 12 x 5min bars. Does the backtester use the lowest available
timeframe (in this case 5min bars) to test the system on? Or, is there
some settings that need to be included to tell it to do so, rather than
using just the OHLC of the hour bar, which can never be truly
representative of that hour's movement? Or, is this where the custom
backtester comes in?
If I were to set Periodicity to the data's lowest timeframe then any
indicators I use will not be valid because they were designed for the
1hr TF and not the 5min TF. I hope this makes sense.
Cheers,
Andrew.
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