Support Board
Date/Time: Mon, 27 Jan 2025 05:41:58 +0000
Post From: Back testing - possible data compression
| [2019-02-14 15:17:57] |
| User528369 - Posts: 5 |
|
Dear Sir, Madam, Im currently using the backtesting option on my demo account to test a strategy. That works good, but I feel like price and volume data are getting "compressed" the more I go back into the past (historic data). Is this correct? Does the tick data get compressed? If so, could you please tell me, how many days I can go back using the real tick data? I'm doing the back test for the CLH9 future in a Numbers Bars chart, so I'm using the trades volume on the bid and ask side for my test. As the data provider I'm using Rithmic. Kind Regards |