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Test strategy (canned) using tick data

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charles vickers

Subscriber, bbp_participant, 1 replies.

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6 months ago #288095

Wondering if it is possible to test a third party strategy (no access to the script) using tick data.  I do not believe the code in the strategy is specifically set up for tick data granularity (not sure).

The strategy is proprietary and was written for Ninjatrader 8.  It is currently optimized for 8 minute time frame. Backtesting provides unrealistic and inaccurate results because of  lack of intrabar granularity.  Looking for a better way to test to get a more realistic view.  I realize a backtest is a backtest no matter what you do, but just trying to get the closest I can.

 

I am a novice at this but would purchase QA is this is possible.

1) Does this seem possible?

2) What format (and which fields) would be required for the tick data

3) Assuming possible, is there a manageable set of instructions/course that would help me do this?

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tomas262

Administrator, sq-ultimate, 2 replies.

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6 months ago #288243

Unfortunately not. If you do not know the strategy logic there is no way

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