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Back test line break charts
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Back test line break charts

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Back test line break charts

Has anyone found a good way to back test line break charts? My back tests via NT only use the open and close prices without taking into account the high before the bar closed historically. I tried to use multi time frames that was recommended for intra bar granularity with the add period type call but it produces the same results in a line break back test. I can do successful back tests on other chart types, e.g. 15 min or 60 min with intra bar granularity but can't seem to do it for line break charts.

If anyone could point me in the right direction I would appreciate it. Optimising will be a whole new kettle of fish!

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What do you mean by "can't seem to do it" ?

I've never used line break charts but this should be possible. Are you using entry and exit methods that allow the bar series as a parameter? If so, use it and pick the smallest timeframe for coding.

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Xeno View Post
What do you mean by "can't seem to do it" ?

I've never used line break charts but this should be possible. Are you using entry and exit methods that allow the bar series as a parameter? If so, use it and pick the smallest timeframe for coding.

When I say can't seem to do it I mean that I am getting the age old of issue of non intra bar granularity. The open and close are the only parameters the strat sees. I use the close [1] bar series as a parameter. Haven't tried the smallest time frame as of yet but will give it a go.

If you run one of your good strats on a line break test you should see what I mean. At first, it all looks good but when you actually examine when and where the trades were placed you'll see what I mean.

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mrticks View Post
When I say can't seem to do it I mean that I am getting the age old of issue of non intra bar granularity. The open and close are the only parameters the strat sees.



OK, to sort out non intra bar granularity you need to add smaller timeframe and use methods that act on that lower timeframe


Last edited by Xeno; December 25th, 2010 at 07:04 AM.
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Xeno View Post
OK, to sort out non intra bar granularity you need to add smaller timeframe and use methods that act on that lower timeframe

Yeah did that and it works with the minute time frames, e.g. 5 and 15 but not with Line Break.

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The whole point is to use the line break info and trade on something like a 1 min strat, so you still get your info and signals from line break. Maybe you can't mix the line break and other timeframes. I never use them so maybe someone else will comment.

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Xeno View Post
The whole point is to use the line break info and trade on something like a 1 min strat, so you still get your info and signals from line break. Maybe you can't mix the line break and other timeframes. I never use them so maybe someone else will comment.

Interesting, never thought of mixing Line Break signal with minute based entries. Will give it a go in a few days.

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That's surely what multi time frame is all about

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Xeno View Post
That's surely what multi time frame is all about

Multi time frame on diverse chart types? It might just be crazy enough to work!

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