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What exactly is tick simulation mode?

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Patrick

Customer, bbp_participant, community, 424 replies.

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5 years ago #114448

Hi,

 

what exactly is tick simulation mode when backtesting strategies? 

 

I have a strategy that has good results on tick data, but it fails (RDD goes from 18 to 7) on M1 or tick simulation mode. 

 

Check attached picture, it is USDCHF M30 strategy.

 

Thanks.

Patrick

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mikeyc

Customer, bbp_participant, community, 878 replies.

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5 years ago #134060

I asked Mark this many months ago, Tick Simulation in SQ uses the M1 bar data and presents 4 ticks per bar, the open price, the high and the low and then finally the close price.  So 4 ticks per M1 bar.  I’m not sure if the high is used before the low or the low before the high.  Usually the approach is to use the high first if the bar closes lower, and the low first if the bar closes higher.

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