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Forums>StrategyQuant>General Discussion>Higher Precision testing and trade sequencing

  • #266833 |
    64 Posts

    I have a custom project that is building daily long strategies on the FTSE 100 index. Some of the strategies it produces have the stop and profit target in the same bar on some of the trades.

    Obviously the backtest results could be over optimistic if the back tester doesn’t sequence the trades in these bars correctly ie does the price hit the stop or profit target first. Does the higher precision 1 minute robustness test in daily bar strategies take care of this and ensure the trade plays out correctly in each of these daily bars?

    I appreciate I could increase the minimum stop/ profit target allowed in the builder to prevent these types of strategies but some of them look quite profitable and robust if they do represent reality.

    790 Posts

    basic problem – where did you get the FTSE data? are you trying to trade it as CFD? because every broker could use different specification and result could be, that dukascopy data are not usable

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    1823 Posts


    when TradeStation or MultiCharts engine is used the higher backtest precision is evaluated the same way as the original test. TS/MC engines always work with “selected timeframe” precision only. All that means you can switch the “higher backtest precision” test off

    We are working on adding also better precision modes, they will be added in one of the future builds.

    64 Posts

    Apologies I forgot to say I am using MT5 hedged engine in SQX.

    So when using the higher precision test in SQX with MT5 engine does that execute the trades of a daily strategy in a minute by minute sequence and therefore give a reasonable representation of how each daily bar’s trades would have played out on that day?


    @Hankeys yes its Dukascopy data and yes I’m trading it as CFD on my broker.

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