Support Board
Date/Time: Wed, 27 Nov 2024 13:04:45 +0000
[User Discussion] - backtesting renko
View Count: 1544
| [2014-08-29 18:13:40] |
| User021827 - Posts: 174 |
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What can I do to make the backtesting of renko the most accurate ? It is a swing trade as you can see in the attached image. Should tick data still be used with renko testing ? thanks |
 FDAX-201409-Eurex [CBV] 1 Min #2 2014-08-29 14_09_00.404.png / V - Attached On 2014-08-29 18:13:00 UTC - Size: 78.98 KB - 417 views |
| [2014-08-29 18:50:25] |
| vegasfoster - Posts: 444 |
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You generally need tick data to get the "most" accurate backtesting with renko bars. I use "most" in its loosest sense, because for many reasons it simply isn't possible to replicate live markets in simulation. You have to learn the differences and manually account for them. There really is no correlation between backtesting and expected future results. If there were, all traders would be rich, but we're all still broke :( ;-) |
| [2014-08-29 18:53:58] |
| User021827 - Posts: 174 |
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thanks good point ! regards shane |
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