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Date/Time: Thu, 02 May 2024 08:10:11 +0000

Post From: backtesting renko

[2014-08-29 18:50:25] Link To Thread - Link To Post [Go To First Post]
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 :( ;-)