MC Randomize history data by TICK
2 replies
huangwh88
2 months ago #285348
There are two recently added MC retest modes, “Randomize history data (by tick)” and “Modified randomize history data (by tick).”
For backtest precision, we can only select STO or 1 min simulation. What does each tick signify in this case?
tomas262
2 months ago #285492
Hi,
you can additional “tick” precision once the main data used for backtesting is tick data (not 1-minute)
huangwh88
2 months ago #285493
Hi, you can additional “tick” precision once the main data used for backtesting is tick data (not 1-minute)
Hi,
you can additional “tick” precision once the main data used for backtesting is tick data (not 1-minute)
Thank you Tomas, I see it now. Another question though: The Java snippet (MC Max change as a % of tick price changes) says ‘This option is supposed to work best with Selected Timeframe precision’.
Is this done to reduce computation time, or was the MC test specifically designed for STO precision?
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