Hi there,
I am interested in backtesting a scalping-type strategy on charts using daily bars, with entry and exit within the same bar. As a result it is important that my backtest track movement "within" the bar.
I have looked at all the backtesting tutorials but cannot find mention of whether eSignal uses tick-based backtesting or just OHLC values for its backtests.
I would be grateful if someone could clarify this point for me, or refer me to any documents about this point if available.
warm regards,
-Stu
I am interested in backtesting a scalping-type strategy on charts using daily bars, with entry and exit within the same bar. As a result it is important that my backtest track movement "within" the bar.
I have looked at all the backtesting tutorials but cannot find mention of whether eSignal uses tick-based backtesting or just OHLC values for its backtests.
I would be grateful if someone could clarify this point for me, or refer me to any documents about this point if available.
warm regards,
-Stu
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