Can someone explain to me a bit more how the interval option works on the BT config menu?
I want to test a SMA 5/15 MA crossover on the back tester on a time frame of 3. I was told that I should only back test using 1min bars due to the intra day signals being different.
I was under the following assumptions:
5 PD SMA on 3M chart = 15 SMA on 1 minute chart
15 PD SMA on 3M chart = 45 SMA on 1 minute chart
(multipled by time fame)
When I run 1m back test with 15/45MA settings I get totally diffrent result then if I run it with a 3m interval setting and 5/15 MA's keyed in the script. Shouldn't the result be the same?
P.S. Also tried with ema(4,inv(5) ) and ema(4,inv(15)) and got yet a totally diffrent set of results. hehe so confused!!
What it boils down to is I want to trade a 5/15 SMA crossover on a 3 minute time frame but run it on the back tester with 1 minute of bars so it will have realistic fills.
I want to test a SMA 5/15 MA crossover on the back tester on a time frame of 3. I was told that I should only back test using 1min bars due to the intra day signals being different.
I was under the following assumptions:
5 PD SMA on 3M chart = 15 SMA on 1 minute chart
15 PD SMA on 3M chart = 45 SMA on 1 minute chart
(multipled by time fame)
When I run 1m back test with 15/45MA settings I get totally diffrent result then if I run it with a 3m interval setting and 5/15 MA's keyed in the script. Shouldn't the result be the same?
P.S. Also tried with ema(4,inv(5) ) and ema(4,inv(15)) and got yet a totally diffrent set of results. hehe so confused!!
What it boils down to is I want to trade a 5/15 SMA crossover on a 3 minute time frame but run it on the back tester with 1 minute of bars so it will have realistic fills.
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