Forums ProRealTime English forum ProOrder support Hang seng 200K bars Reply To: Hang seng 200K bars

#67367

I can’t see a reason why you would need tick by tick on for that strategy so here is the result without tick by tick. First image is with no spread and second is with spread of just 1 (I had to change the start capital to 100k to get through the drawdown).

The interesting thing is that around 2005 it suddenly becomes a winning strategy. Around 2004 automated trading and HFT started to come online so that may be a link to the sudden improvement in performance?