I note the settings for the precision data – selected timeframe only, 1 minute Tick Simulation, Real Tick – custom spread and Real Tick – real spread.
Of course I understand that the Real Tick is going to be the best at the expense of speed.
However, when I do the Metatrader backtest with Tick Data Suite, I am finding that strategies created with ‘selected timeframe only’ looks most like the strategy created in Strategyquant. Sometimes the Real Tick created strategies look nothing like that of those in the Metatrader backtest with TDS.
I know people are going to ask about my TDS settings and they are all set up correctly… variable spreads with correct spreads min and max as accurate as possible, turn on slippage, swaps, broker fees etc.
Anyone can shed any light to this?
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