How long does the ‘tick by tick’ go back in BT??

• 11/26/2020 at 1:02 PM #151740
  PabloRod

  Hello,

  There is a question I don’t find an answer. How long does the ‘tick by tick’ Backtesting go back?

  Instructions states 2500 bars, though it depends of the timeframe of the bar, I guess. It should be better to say 15-20 days back, regardless of the candlestick timeframe.

  Thanks

  

  PabloRod

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  11/26/2020 at 1:10 PM #151742
  Nicolas

  I’m able to make a backtest of about 1M units in historical mode with PRT v11 Premium. It is more than 4 years on a 1-minute timeframe.

  I am moving the topic into the ProOrder section.

  

  Nicolas

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  11/27/2020 at 10:18 AM #151881
  GraHal

  PabloRod wrote:

  Instructions states 2500 bars,

  The 2500 bars is the maximum that PRT will check and process a TP and SL on the same bar.

  Tick by Tick will check over many more bars (1M in Nicolas example) but if TP and SL are hit on the same bar more than 2500 times then you will get a screen message and a decision to make.

  Above is on v10.3, may be different on v11?

  

  GraHal

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  11/27/2020 at 12:17 PM #151902
  Nicolas

  I’m waiting for an answer about the maximum tests for classic or Premium account. GraHal is right, it is not about maximum days back, you can have less than 2500 checks on 1M bars, it all depends of the strategy of course.

  

  Nicolas

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  11/28/2020 at 9:45 AM #151989
  PabloRod

  Hello,

  The behavior of PRT is clear to me now. I guess that’s a limitation in the processing capacity. My strategies (based on daytrading strategies) needs the tick by tick due to sensibility of the entry and exit. Usually more than three weeks back does not offer goods results in BT, and this is what was shocking me, the robot works fine in Demo consistently but no reliable to go beyond 3-4 weeks, as much, using candles of 1min.

  Thanks GraHal and Nicolas

  

  PabloRod

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