5 minute data precision for data test parameters

Hello,


1 minute data tick precision is accurate mode for strategy building.
But exploring  extremely large sample space with 1 minute data tick mode needs very long time.


If we are now searching for the strategies such as H4, D1 or W1, it may be reasonable to exchange the speed and the accuracy, 
because these strategies are not much sensitive like strategies from M5, M15 or M30. 
If 5 minute data tick mode is applied, we can find strategies 5 times faster than 1 minutes mode with slightly low accuracy.
We will be achieve same goal more faster.


Malim

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  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status Refused
  • Priority Normal

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#1

anonymous

11.08.2017 16:22

Task created

MF
#2

Mark Fric

17.08.2017 16:50

Status changed from New to Refused

I understand teh point, but I think it is not necessary to do it like this.

You can import the data in 5 min resolution and then test strategy with Tick simulation on these data. You'll achieve the same result.


The precision is named "I minute data tick simulation", but it uses the smallest available data. If the smallest available imported data is 5 min, it will use these.

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#3

anonymous

18.08.2017 04:43
OK, Thanks for your explanation :)

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