New tick by tick backtest engine in ProBacktest

The new backtest engine is here! I made this video to show you how it works and what you need to know while making optimization of your automated trading strategies now.

Share this

  1. Stef • 10/06/2016 #

    Hey @Nicolas,

    How much slower is the tick-by-tick test compared to testing without tick data? Have you run some tests?
    If you backtest with a variable and have tick-by-tick enabled, does it then show 0 in the tick mode column?


    • Nicolas • 10/06/2016 #

      I did not detect any significant slowdown yet. The engine only test each tick of a bar if it detects that a price may have triggered one of the price level we have in the code (takeprofit, stoploss, conditional orders, etc.).
      The optimization module is not possible with tick/tick mode, it is always made with the open bar test only.

  2. Johan Swarts • 10/06/2016 #

    Hi Nicolas
    Is this available on the IG PRT Platform or only in V10.3

    • Nicolas • 10/06/2016 #

      This feature is only available in v10.3. IG still in 10.2 version.

  3. peterduk • 10/06/2016 #

    Hi. Great looking addition. Do you know if or when IG will be moving to v10.3?

    • Nicolas • 10/06/2016 #

      Yes they will, but I don’t know when really .. sorry. Be sure that when I’ll know it, everyone here will be informed! 🙂

  4. Stef • 10/06/2016 #

    I was told: “hopefully by the end of the year.”

  5. BEN360 • 10/06/2016 #

    I am with IG but really want the version 10.3 features now. Is it possible to get v.10.3 directly from ProRealTime so I can use it for backtesting?

    • Nicolas • 10/06/2016 #

      Yes you can register at to get the 10.3 beta version.

Register or