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Has anyone had experience playing with the backtesting resolution in either TS2000i or TS 6?
It's a property of a strategy. TS documentation of the feature is pretty sparse,and I haven't gotten down to trying it out myself yet. I am guessing that this offers a decent solution to the "bouncing ticks" problem, where TS can't know the order of ticks within a bar to determine where a % risk trailing stop would have been hit, or whether a stop or limit is hit first within a bar. Seems to me if you set the backtest resolution to 5 minutes, on a daily bar system, TS should be able to generate a much more accurate history of what would have happened.
Is this an accurate description? If so, does TS internally deliver the higher bar interval in the smaller resolution units ? Any thoughts or comments?
TIA,
Mike Gossland
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