Backtesting results different though using the "Every ticks"
Posted: Tue Aug 28, 2018 6:23 am
Hi,
I do an optimation backtesting first in order to get the "optimal" parameters. I use the model of "Every tick" though this will take very long. After the optimation I take the optimated parameters and run the backtesting base on them and I use the "Every tick". But the performance such profit, drawdown ect are different. The modelling quality is 99.90%.
Why?
I do an optimation backtesting first in order to get the "optimal" parameters. I use the model of "Every tick" though this will take very long. After the optimation I take the optimated parameters and run the backtesting base on them and I use the "Every tick". But the performance such profit, drawdown ect are different. The modelling quality is 99.90%.
Why?