Tick mode help ???

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Viewing 8 posts - 1 through 8 (of 8 total)
  • 07/07/2017 at 2:58 PM #40029
    SpreadBetHub

    Hi

    Please can someone help me to understand ‘Tick Mode’ – How to combat it if possible, and how I should take the results which show a high tick mode.

    Mostly my results come in with ‘0’ or maybe ‘1’ as a tick mode which i pretty much ignore. But other times it comes in with really high tick mode results of say 50-100 and even though it may say a really big gain in the optimize report, the ‘actual gain’ which it displays in the detailed report is “sometimes” lower.

    I say “sometimes” because mostly it shows a lower actual gain on the detailed report, but sometimes it is unchanged from the gain on the optimize report and very occasionally it says that it is actually higher in the detailed report than stated in the optimize report?

    I am trying to understand why tick mode affects these results in this way, and in particular why sometimes it doesn’t affect the gain, often it makes it worse, and sometimes it can be better. What am i supposed to take from an optimisation report when this happens?

    Thank you in advance for your help

    Mark

    07/07/2017 at 3:31 PM #40030
    Nicolas

    Optimisation are not made with tick mode but in the “old way” without checking internal price movements of each bar. That’s why there is a column named ‘tick mode’ in the optimisation result window to know how much orders should be checked in each strategy in a normal backtest with tick mode activated. Unless you made a classic backtest with the optimized variables in tick mode, you can’t be sure of the real result of the strategy. Hope it is clear.

    07/07/2017 at 3:32 PM #40031
    Nicolas

    .. and don’t double post please, you already asked the question this morning with your other account.

    07/08/2017 at 12:09 AM #40061
    GraHal

    So, for example, if you get ‘8’ in the Tick Mode column then this means that for those variable values (in the row showing 8) during the backtest there were 8 instances of ‘0 bar / inside bar’ (search on this site if you don’t know what inside bar is?)

    So if you then click on the row showing ‘8’ in the Tick Mode Column, the results you see for the Equity Curve and in the ‘Detail Report’ are what you might expect to get running under Tick Mode (similar to real time Live).

    Hope that helps SpreadBetHub?

    GraHal

    07/11/2017 at 1:48 PM #40354
    SpreadBetHub

    Hi

    Thank you for your replies

    I always run my optimizations with the tick mode enabled, I understand from what you say that ‘tick mode’ means that there was a fault on that many trades due to the target and stop loss being triggered within the same bar.What I don’t understand though is why sometimes it causes a negative change, sometimes a positive change, and sometimes no change, on the gain displayed on the detailed report compared to the gain displayed on the optimize report?

    I promise you Nicolas that I only have one account, but I work with Jamie who has an account here also and we often discuss problems we are having with Pro Realtime and come to this great site for help. Sorry if we asked a similar question though, it was not intentional.

    Mark

    07/11/2017 at 2:47 PM #40368
    Nicolas

    Even if you make optimization with tick mode enable, it doesn’t do anything in each optimized test. But if you click on a line of the optimization report window (with the tick mode still checked), the strategy is correctly calculated this time with the tick mode.

    07/12/2017 at 11:05 AM #40431
    SpreadBetHub

    Thanks Nicolas

    Yes I see what you mean. when you click on the line it then gives you the ‘real’ result.

    Why sometimes though is this better, why sometimes is it worse and why sometimes is it unchanged?

    Are all the ‘tick mode’ trades due to the target and stop loss being triggered within the same bar or are their other reasons? And if so, does tick mode give you the results based on what would have actually happened, or does it give you the worst case scenario?

    Thanks

    Mark

     

    07/12/2017 at 11:32 AM #40436
    GraHal

    Are all the ‘tick mode’ trades due to the target and stop loss being triggered within the same bar?
    Yes

    Why better?
    Targets triggered intrabar (before stop loss) result in bigger profit than without tick tick.

    Why worse?
    Stop Losses triggered intrabar (before target) result in less profit than without tick tick.

    Why unchanged?
    Targets and stop loss triggered intrabar result in same profit as determined by the code looking at ‘end of bar’ price only.

    Results based on what would have actually happened?
    Yes … based on tick by tick price movements.

    Cheers
    GraHal

     

     

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