London, UK
Posts: 19 since Mar 2023
Thanks Given: 5
Thanks Received: 1
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If you are backtesting a strategy that allows intrabar order generation, then it seems to me that Look Inside Bar Backtesting is essential — am I right?
And if you are doing that, which seems to me to be the only way that you can simulate what will happen in a live market with stop orders and limits being triggered, then it seems to me to be also essential that you go right down to tick data.
Obviously this is incredibly slow, and for me results in lots of crashes, despite running on a very fast VPS.
Am I right in thinking there's no other way to do it - what is everybody else doing?
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