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Thanks Bob,
I saw that before and it makes sense but has little detail.
Do you suppose it only uses that resolution for entries and exits, but
not for calculations such as my average?
So with minute bars and single tick Backtesting Resolution, entry and
exit are calculated at tick resolution, but an average is still
calculated from minute information.
I wonder. TS takes quite a bit of wondering I find.
-----Original Message-----
From: Bob Fulks [mailto:bfulks@xxxxxxxxxxxx]
Sent: Tuesday, 12 October 2004 10:23 PM
To: ip; 'Omega-List'
Subject: Re: Backtesting Resolution
Look at the help files for Backtesting Resolution. It is explained well
there.
The basic idea is to simulate the trades more effectively than is
possible using only the OHLC values of a bar.
Bob Fulks
At 04:56 AM 10/12/2004, ip wrote:
>I am looking for details on the Backtesting Resolution setting in
>Strategy Properties.
>
>It seems to be meant as a sort of Look-Inside-Bar function but it
>doesn't seem to do anything.
>
>For example, I take a set of tick data, chart it, set compression to 1
>minute and set Backtesting Resolution to 1 tick. This appears to be
>meant to calculate my strategy on tick data and display on the minute
>chart.
>
>Is that what it's meant to do?
>
>However, an average that my strategy calculates spits out values
>identical to the same average calculated against the Close values of
>the minute bars. That is, it doesn't do what it looks like it's meant
>to.
>
>Thanks Ian
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