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02/15/2021 at 5:58 PM #161517 quote

nonetheless
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I got an answer back from PRT re the significance of the Tick Mode column:
“This column indicates the number of trades in which tick by tick mode may predict a different result.

Please note that when you perform optimization, the backtest is executed for each possible combination of parameters without the tick by tick mode. Then, when you click on one line of the optimization report, the detailed results will correspond to the backtest with tick by tick mode if you activated it when launching your backtest.

Therefore, if the number in this column is different from zero, you may find slightly different results between the optimization report and the detailed report for a given set of parameters’ values.”
I then asked whether there was any maximum Tick Mode number above which results would be inaccurate: “There is no definitive rule, although the higher this number is the more approximations were made and therefore the more likely the results may be inaccurate. Note that the results may be correct even if this number is different from zero (if the approximation made is correct).”
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tick by tick question

ProOrder: Automated Strategies & Backtesting

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This topic contains 15 replies,
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5 years ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	01/28/2021
Status:	Active
Attachments:	2 files

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