4H Backtest question only, no complaint

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07/04/2018 at 4:04 PM #75223 quote

JohnScher
Participant

Veteran

Does anyone know how valid the data for backtest on a closing price basis are?
Background: I don’t trust the SL of say 1% within the tick-by-tick data. Therefore I work on a closing price basis or on the data of Open, High, Low, Close of the respective 4H-candle.

So I wanted to ask how reliable are the data of the Open, High, Low, Close of the 4H candles and how far back do the data reach in their reliable form?

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07/05/2018 at 8:12 AM #75259 quote

Nicolas
Keymaster

Master

Topic moved to ProOrder forum (automatic trading).

OHLC data that you have on your charts are the real OHLC data obviously 🙂

07/06/2018 at 8:40 AM #75425 quote

JohnScher
Participant

Veteran

Fine. 100,000 units is good, no problem, I can work with that. More than 100,000 units back but not?

07/06/2018 at 9:42 AM #75436 quote

Despair
Blocked

Master

Don’t be so sure about the correctness of the OHLC data. Look in my thread “ATR miscalculating”. There are definitely differences between IG’s OHLC and PRT’s. So I’m not sure if your backtests will reflect reality.
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4H Backtest question only, no complaint

ProOrder: Automated Strategies & Backtesting

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JohnScher @johnscher Participant

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This topic contains 3 replies,
has 3 voices, and was last updated by Despair
7 years, 8 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	07/04/2018
Status:	Active
Attachments:	No files

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