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Discussion of article "Testing trading strategies on real ticks"

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MetaQuotes Software Corp.
Moderator
181152
MetaQuotes Software Corp. 2016.08.04 10:44 

New article Testing trading strategies on real ticks has been published:

The article provides the results of testing a simple trading strategy in three modes: "1 minute OHLC", "Every tick" and "Every tick based on real ticks" using actual historical data.

Test reports of various modeling modes are displayed below as animated GIF images allowing you to compare the parameters.

Author: MetaQuotes Software Corp.

Joshua Graham
1048
Joshua Graham 2016.09.03 17:52  

It would especially be helpful seeing that MQ may have an indirect partnership with Interactive Brokers, which do not store tick data for many of their symbols.  But instead provide 400ms backfill for several years.    So can mt5 handle sub-minute data for backtesting purposes?

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