Quote Evaluation Program.
Doesnt the strategy tester do that when you run it? - it always whines in the log about some ticks being out of place.
It doesnt however give any percentage of wrong ticks, unless it's exactly what modelling quality gives.
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Does anyone out there know of a program that has been built to evaluate the accuracy of one minute bars to five minute bars to fifteen minute bars, etc.? In other words evaluating whether the highest high over five minute bars ties out with the high recorded on the five minute bar?