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Kagi chart : backtesting and market replay.
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Created: by Christophe Attachments:0

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Kagi chart : backtesting and market replay.

  #1 (permalink)
Elite Member
Sydney Australia
Futures Experience: Beginner
Platform: Ninja Trader
Favorite Futures: CL, ES, AUD/USD
Posts: 48 since Apr 2013
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Kagi chart : backtesting and market replay.

Has anyone developed Strategies using Kagi charts?

Unlike Renko, Kagi at least has a time component ( Base period type) so I was thinking my 1min market replay will not be so different from the backtestesting.

I am having very different results between backtest and market replay. Both are 1min timeframe (my kagi is also 1 min)

I get stellar backtest (no losing month etc). Market replay is however not so good.(and very slow to test, even at 500x)

Any advices from anyone who used kagi or point and figure for strategy development?


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  #3 (permalink)
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Any backtest built on exotic bar types, like renko, kagi, pnf, etc, are false and worthless. Do some searching, has been discussed a million times.


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  #4 (permalink)
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Sydney Australia
Futures Experience: Beginner
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Favorite Futures: CL, ES, AUD/USD
Posts: 48 since Apr 2013
Thanks: 25 given, 29 received

Sorry to make you think I posted without doing prior research
The reason I made this post is most topic I could find were about Renko.
I was wondering if pnf and kagi could be different since they have a time component in it. (which is completely absent from Range and Renko charts)
Lastly I am also wondering if market data replay is worthwhile since I only have 1 min market replay data anyway.

Last edited by Christophe; July 8th, 2015 at 11:43 AM.
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