Support Board
Date/Time: Mon, 12 May 2025 21:05:45 +0000
Post From: backtesting renko
| [2014-08-29 18:50:25] |
| vegasfoster - Posts: 444 |
|
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 :( ;-) |