Precise Backtesting: Difference between revisions
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==Understanding Precise Backtesting== | ==Understanding Precise Backtesting== | ||
Depending on the strategy, Precise Strategy Back Testing can give the user a more realistic emulation during back testing. To back test high frequency strategies like statistical arbitrage, the user may need take into account the historical bid/ask data in addition to the historical trade data. | Depending on the strategy, Precise Strategy Back Testing can give the user a more realistic emulation during back testing. To back test high frequency strategies like statistical arbitrage, the user may need to take into account the historical bid/ask data in addition to the historical trade data. | ||
With Precise Back Testing, the user can load the historical bid data series and the historical ask data series into MultiCharts. MultiCharts will use the ask data series to fill buy market, buy stop and buy limit orders. Similarly, MultiCharts will use the bid data series to fill sell market, sell stop and sell limit orders. | With Precise Back Testing, the user can load the historical bid data series and the historical ask data series into MultiCharts. MultiCharts will use the ask data series to fill buy market, buy stop and buy limit orders. Similarly, MultiCharts will use the bid data series to fill sell market, sell stop and sell limit orders. | ||
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## In the '''Quote Field''' drop-down list, select '''Bid'''. | ## In the '''Quote Field''' drop-down list, select '''Bid'''. | ||
## Select '''OK'''. | ## Select '''OK'''. | ||
# Add a signal the chart: [[Using_Studies#Inserting_Studies|see "Inserting Studies"]]. | # Add a signal to the chart: [[Using_Studies#Inserting_Studies|see "Inserting Studies"]]. | ||
# Enable the '''Extended Backtesting''' mode: | # Enable the '''Extended Backtesting''' mode: | ||
## Open the '''Strategy Properties''' window.<br><br>To open the '''Strategy Properties''' window: | ## Open the '''Strategy Properties''' window.<br><br>To open the '''Strategy Properties''' window: |