Issue Setting Up Extended Backtest Using Bid/Ask Tick Data  [SOLVED]

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eegroup
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Issue Setting Up Extended Backtest Using Bid/Ask Tick Data

Postby eegroup » 06 Jun 2016

I am having an issue today with setting up a chart to perform an Extended Backtest using Bid/Ask Tick Data in MC Build 12587.

Three datasets are on the workspace:

Data1 1500 Tick resolution in Subchart 1, Trade Data
Data2 1 Tick resolution in Subchart 2, Ask Data
Data3 1 Tick resolution in Subchart 3, Bid Data

All three datasets are properly displayed on the chart and shown in the Format Instruments window.

I then add a signal/strategy to Subchart 1 (signals are generated off of the last trade data from the 1500 Tick subchart).

Then in the Signal Properties window, on the Backtesting tab, after selecting Extended Backtesting (Strategy backesting on bid and ask data), when I attempt to select the datasets for use as the Ask Series Data and Bid Series Data, the dropdowns in each case only list Data1 as an option. Data2 and Data3 are not listed.

Why is this happening?
What do I need to do to allow Data2 and Data 3 to be selected as the Ask and Bid data series?
Are there restrictions on the dataset resolutions and bar types [like tick bars, contract bars, range (point) bars, etc.], that can be used for Extended Backesting?

Thanks.

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Henry MultiСharts
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Re: Issue Setting Up Extended Backtest Using Bid/Ask Tick Da

Postby Henry MultiСharts » 07 Jun 2016

Hello eegroup,

Ask and Bid data series must have the same resolution as the main data series.

eegroup
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Re: Issue Setting Up Extended Backtest Using Bid/Ask Tick Da  [SOLVED]

Postby eegroup » 07 Jun 2016

Thank you, Henry.


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