Who offers true tick by tick backtesting

Discussion in 'Automated Trading' started by bundlemaker, Feb 28, 2012.

  1. NinjaTrader_Ray

    NinjaTrader_Ray ET Sponsor

    You can simulate order fills on a lower resolution, 1 tick if you so desire but take signals off of a higher time frame. Following is a reference sample that shows you how to do this.

    http://www.ninjatrader.com/support/forum/showthread.php?t=6652
     
    #21     Mar 2, 2012
  2. But wh cares? If i backtest a 3 EX lot strategy, I will not be the one that tips the market. Yes, it crashed - how did I manage to trade there? Only relevant question.

    Not perfect but - hey - better than nothing. And no, my 3 lot will not have cause the crash.
     
    #22     Mar 2, 2012
  3. You don't like market replay in ninjatrader?

    That's tick by tick.


     
    #23     Mar 2, 2012
  4. I use Ninja for tick by tick testing.

    You should head to the Ninja support forums. They respond very very fast.

    No retail platform is as good as ninja imo. Multicharts, tws, etrade are all a joke. Download Ninja for free if you haven't yet (if you do paper trading, you can use all features for free - just pay the $1,100-$1,500 or $55/mo once you go live with your broker)
     
    #24     Mar 2, 2012
  5. I have had problems importing tick data in as an ascii txt file into MultiCharts. Maybe this is a new fix with new beta.
     
    #25     Mar 2, 2012
  6. What facts do you have to back up this opinion?
     
    #26     Mar 5, 2012
  7. New to this thread. I had no trouble at all setting up tick level backtesting on 5 minute charts using NinjaTrader. Just a few extra lines of code and some double checking on my part.
     
    #27     Apr 19, 2015