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maxpi · 08-04-2007, 11:35 PM

Backtesting would be enhanced if NT could pull in tick data and do "look inside bar backtesting", simulating the real market more closely.

NinjaTrader_Josh · 08-04-2007, 11:55 PM

That feature would be pure brilliance if it came to reality. At the moment I use replays to "backtest" my strategy. It is very time consuming and I have to manually keep track of account balances. Optimizing a strategy is also nearly impossible with this technique too. The amount of time needed to even run through a month of replays once multiplied by however many permutations needed to optimize would make anyone give up.

NinjaTrader_Ray · 08-05-2007, 02:42 AM

We have intrabar backtesting on our list of possible future enhancements.

08-04-2007, 11:35 PM	#1
maxpi Senior Member Join Date: Jun 2007 Posts: 151 Thanks: 0 Thanked 0 times in 0 posts	Backtest accuracy to the tick Backtesting would be enhanced if NT could pull in tick data and do "look inside bar backtesting", simulating the real market more closely.
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08-04-2007, 11:55 PM	#2
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 106 times in 70 posts	That feature would be pure brilliance if it came to reality. At the moment I use replays to "backtest" my strategy. It is very time consuming and I have to manually keep track of account balances. Optimizing a strategy is also nearly impossible with this technique too. The amount of time needed to even run through a month of replays once multiplied by however many permutations needed to optimize would make anyone give up.
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08-05-2007, 02:42 AM	#3
NinjaTrader_Ray Administrator Join Date: Nov 2004 Location: Denver, CO, USA Posts: 11,163 Thanks: 6 Thanked 45 times in 32 posts	We have intrabar backtesting on our list of possible future enhancements. Ray NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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