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Limiting trades when backtesting Ticks

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  • Limiting trades when backtesting Ticks

    When using short-fuse tick intervals (89T, 144T...) [ES #F symbol]I get WAY too many trades to examine easily because BackTester usually looks at the entire contents of the tick buffer, regardless of the "days" setting in the active Time Template. And then it fools me and starts to behave, so comparisons between tweaks are impossible. How can I get it to consistently obey the "# Days" for a given Time Template using Ticks?

  • #2
    Irv
    One way to do that would be to allow trades to execute only within user defined dates. For an example of how to do this see this post.
    Also see this, this and this thread for some other suggestions related to back testing with tick based chart
    Hope this helps
    Alex

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    • #3
      Thanks for your prompt reply, and as usual it solves the problem! Actually, I had hoped I was screwing up my Time Template somehow and there would be a non-programming fix for my error -- but your suggestion has other advantages as well, so kudos once again! ~ Irv ~

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      • #4
        Irv
        You are most welcome.
        Alex

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