I am using a STP-NDD broker that guarantess no requotes. I would like to find a way to configure requotes off so that I can get meaningful results from backtesting. Currently I am forced to test on demo or even live and the results are good but I must find where the bodies are buried to avoid nasty surprises. I am using tick data on 5 minute charts. For now the strategy tester has allowed me to find logical errors and fix them which is great, but I need to test without requotes.
I cannot find any posts on how I could set requotes off. If there was an xml config file or similar that would be fantastic.
Cheers
I am using a STP-NDD broker that guarantess no requotes. I would like to find a way to configure requotes off so that I can get meaningful results from backtesting. Currently I am forced to test on demo or even live and the results are good but I must find where the bodies are buried to avoid nasty surprises. I am using tick data on 5 minute charts. For now the strategy tester has allowed me to find logical errors and fix them which is great, but I need to test without requotes.
I cannot find any posts on how I could set requotes off. If there was an xml config file or similar that would be fantastic.
Cheers
There is no requotes with "standard" broker data on the Strategy Tester.
The requote issue comes from the tick data usage. I don't know exactly why, if you are using a third-party tool you should probably ask there.
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Running my code in strategy tester and getting the Requote error 138. Is there a way to avoid this or fix the code?