Strategy Analyzer Error

March 8th, 2010, 01:46 PM

Can you explain this chart?

https://www.postimage.org/image.php?v=gxAuhxi

I am using default fills. 1 Tick chart. How could this possibly happen?

It is filling me at 2 different prices, none of which are the current tick. The tick is 1079.50, and I am filled at 1080 and 1080.50....

How does this make sense?

March 13th, 2010, 02:13 AM

Not sure. The only thing that comes to mind is that you appear to be running a backtest as if it were real time. Will CalculateOnBarClose = true let you run a backtest on 1 tick chart ?

Maybe NT can't figure out if it should fill at the start or close of the bar. Anyway, I'm confused. You're testing the limits of my knowledge.

April 8th, 2010, 08:17 PM

All,

Is this true? Can we NOT run NT backtests on 1-tick data?
I have a strategy that is tick dependent. I ran the backtest, but it took forever (I'm not sure if NT would have even finished the backtest).
I'm researching how I should backtest/optimize my strategy.

Also, is there any way to see an estimated time left on a backtest?

Any insight?

thanks!

Strategy Analyzer Error

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Strategy Analyzer Error