(1)I tried to use "Bar Magnifier" with 1 tick resolution over the last 6 months but it was not able to collect all the data - so it turned it off again.
(2)Tried this with different data feeds ( ESignal, DTN IQ for FOREX 1 min data EURUSD). Has anyone been able to backtest successfully with this enabled?
(3)It would be great to be a able to replay a trade sequence tick by tick to help to debug a trade sequence...
Should the same strategy be able to be backtested as well as traded live or should the live strategy should be slightly modified versus the backtested one - am thinking of adding 'barstatus(1)=2' to the live strategy(a copy of the backtested strategy) to match the backtested strategy
i.e. here is the code difference(calculate on the closing tick of a 1 min bar)
Code: Select all
if ((c[0]-c[num_bars_short]>=abs_volatility_short) and ((long_short=0) or (long_short=2)) and barstatus(1)=2 )then
begin
sellshort...
end
versus tick by tick for the backtested one (have not been able to backtest this with 'bar magnifier enabled and set 1 tick resolution)
Code: Select all
if ((c[0]-c[num_bars_short]>=abs_volatility_short) and ((long_short=0) or (long_short=2)) )then
begin
sellshort...
end;