backtesting (tick data)

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mikey
129
mikey  
My system is in MLQ4 on metatrader and trades sweet crude oil futures.

It does well in forward testing in the month or so I have run it. It does reasonably well in backtesting in metatrader. But of course the metatrader backtester is extrememly limited.

I would like tick data for sweet crude oil futures for the past year or so. To run a proper decent backtest. Maybe this just isnt possible with metatrader. I would consider recoding in another language if required. I imagine that I may have to go commercial to achieve this aim - it probably wont be free. BUT i'm hoping that I could arrange a free trial period or something like that.

So, to the question - does anyone know of software/database that permits accurate (tick level) backtesting of strategies? thanks.xx
gordon
2318
gordon  
mikey:
[...] that permits accurate (tick level) backtesting of strategies? [...]
Possible on MT4, though not straightforward. See here for info -> https://www.mql5.com/en/forum/118275.
mikey
129
mikey  
gordon:

Possible on MT4, though not straightforward. See here for info -> https://www.mql5.com/en/forum/118275.

Thanks gordon. Some good stuff on there BUT all the data is currency pairs and I am after historical data for Sweet Crude Oil futures. So, I've no luck on that thread. So, I am still stuck if anyone can help. xx
mikey
129
mikey  

I havent got the tick data yet BUT i hope to have it soon - following up some data sources.

So, my question: can metratrader actually handle imported TICK LEVEL data for backtesting?

I just had this thought that maybe backtesting in MetaTrader isn't compatible with actual tick level data - the imported data has to be in candle form, M1 or up (the metatrader engine then uses this to generate its own ticks).

So, assuming I get the TICK LEVEL data (hoping for 3 months or so) and CAN use this in backtesting with MetaTrader - is that the end of story? - Or is there anything else I should know?

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