TICK VS. M1

There is a popular opinion that the backtest can not be correct without using data from tick  the strategy for the M1 time frame can be tested using the 1 minute data without significant differences in the results ?. I’m personally in conflict with historical TICK. Thank you

Hi,

In my opinion, you should always use the most precise method you can, before relying on a backtest result, especially with 1M strategy.

So if you are building a 1H strategy, there will not be much difference between 1m data or tick data since the fluctuations inside that minute aren’t really relevant for your strategy (though I always confirm on tick data, even for daily time frames).

But for a 1M strategy, I highly recommend using tick, since during that one minute, price could have had many changes, ups and downs, which are not being recorded in the 1m data, which presents only open & close price for that minute. for 1M strategies, those fluctuations are important.

Did you check out the robustness test on SQ X, “test with higher precision”? So every time a strategy passes your generally defined filters, it’ll be confirmed on that higher precision with attached filters which you can set for that test, this is a brilliant method not to waste time and pc resources on high precision testing of failed strategies..

Ilya

Thank you very much solved my doubts.

M1 strategies are by my opinion nonsense – too much noise. i take M5 as a minimum, rather M15…using 1M precision

Hankeys is right, searching for strategies on such low timeframes is close to nonsense. I suggest to go the opposite way, start using D1 and as you gain experience you can go lower to H4, H1 etc.

During “retest with higher precision”,I can’t find “1 minute data/tick”, only with “simulation”.

Is that other precisions which work in SQ3.8 are depricated in SQX ?