Tick trading with Extended Bid Ask back tests

Hello,

I am trading on Tick data and using the extended backtest to find more accurate results.

When you load up tick data of Bid and Ask it can really space out your charts at the 1500 tick level on ES. I have been putting up with the added load of all the extra Bid and Ask ticks as just a necessary evil but today I tested significantly larger tick charts for Bid and Ask. I ran Bid and Ask up to 4500 tick size while leaving main chart at 1500 tick. This has significantly reduced the overall load that the chart has on my computer and makes the graphs easier to read.

It doesn't appear to affect my strategy. Has anyone else experimented with this? I just wanted to confirm with someone else that they have also confirmed that going larger on tick chars for extended back tests doesn't affect their performance.

Also just for confirmation in case your wondering. I don't use Bid or ask in any calculations for Signals. Just for the backtesting to ensure a fill at a certain time was appropriate.

Thanks for any help

Hello joebone,

Changing the resolution for Ask/Bid series influences the result.
For example, if you have a 5-Tick resolution for the strategy, and a 1000000-Tick resolution for Ask/Bid series.
One can observe that with such setup the orders are executed differently (less precisely).

The possible solution to preserve the preciseness of the order execution based on the main series in this case is to hide the additional data series.

Hello joebone,

Changing the resolution for Ask/Bid series influences the result.
For example, if you have a 5-Tick resolution for the strategy, and a 1000000-Tick resolution for Ask/Bid series.
One can observe that with such setup the orders are executed differently (less precisely).

The possible solution to preserve the preciseness of the order execution based on the main series in this case is to hide the additional data series.

Thanks. Ill try this