Sam Wilson / Publications
Forum
Achieve faster Backtesting?
If I'm using the strategy tester to backtest a strategy that operates on the daily timeframe, is there much point in running the test using tick data rather than control points or 1m OHLC
If I'm using the strategy tester to backtest a strategy that operates on the daily timeframe, is there much point in running the test using tick data rather than control points or 1m OHLC