I would like to suggest a new test precision, that is between the 1 minute precision and the real tick precision. This is because 1 minute is a long time interval and real tick is often much too slow.
Can you add a 1 second precision, where SQ4 uses internally generated 1 second bars from real tick data?
I think this is a good compromise between the course 1 minute bars and the hugely over precise tick precision.
Thanks,
Mike
I think it should be fairly quick to implement, instead of generating a tick once per minute (too low precision), you generate a tick "bar" every second. The issue with real tick testing is it too slow and there can be hundreds of ticks per second, way too granular.
Thanks