PureBytes Links
Trading Reference Links
|
This settings allows calculation within the bar. For example you have a
strategy that works on 60min bars. Without the setting, Tradestation assumes
price movements within the bar. This assuming may or may not be close to
real life. Therefore you can select backtestresolution up to 1 tick. When
you test up to 1 tick, this is like trading realtime. But for caculation
it's very slow as well.
But remember, if you want to use this feature for example on tickbasis ,you
will need the data as well. If you only have end of day data or 30 min data,
you cannot not backtest on tickdata.
Hope this helps.
regards,
Dennis
----- Original Message -----
From: "Max Pierson" <maxpi_44@xxxxxxxxx>
To: "Omega List" <omega-list@xxxxxxxxxx>
Sent: Monday, September 29, 2003 3:43 AM
Subject: Resolution and backtesting
> What is the "1 minute resolution" setting for in
> a strategy format?? I can't get anything to do
> anything but enter on the close of the current
> bar, which could be, for example 15 minute bars
> on a chart built from 1 minute data in the Global
> Server. Does it depend on the order type?
>
> Max
>
> =====
> "The race may not always go to the swift nor the battle to the strong, but
it is the way to bet"
>
>
|