|
PureBytes Links
Trading Reference Links
|
> > Testing inside the bar, you get whatever resolution
> > you chose.
>
> You can't test within a bar....at least with 2000i.
Yes you can, if you have the data. You can have e.g. tick data
collected from your data vendor, but you choose to display it as
hourly bars. Under Format Strategy, Properties tab, you can
select Strategy Testing Resolution and run your tests with tick
or N-minute resolution. That means even though you're displaying
60min bars, TS pays attention to price action *within* the bar
when backtesting.
If you have only 60min bar data -- only OHLC for the 60min bars -
- then you're absolutely right you can't test within the bar.
With TS2000i or any other package. It's not possible because the
data isn't there.
Gary
|