cTrader Tick Data vs m1 bars

Gaurav

As per the optimization video I watched 5 times, it repeatedly emphasizes to use of tick data for accuracy.

But for doing 1 year of optimization I used m1 bar, as tick data keep failing instead of adding additional ram to my rig.

The problem with m1 bar optimization is that results are WAY OFF when I backtest the same best setting with tick data.

How do we optimize to find the best settings for 1-year data with tick data?

Sebastian

If you are using Forex then the difference between the 1-min bar and tick is very small as the spreads are very low.
Tick data includes the spreads in the data, with a 1-min bar you set a constant spread for the whole backtests.

I usually optimise with 1 min bar and then double check with a backtest on tick data as this is faster, check your backtest settings and make sure you have set the correct commission and spread for a 1 min bar test.

Gaurav

Thanks Sebastian for your advise.

Im using US30 and which has a fixed spread of 10 pips, with IC market. Then why Im seeing huge variance in optimizing first with 1-m bar and then backtesting with tick data?

Variance is huge and it turns the whole 1-year optimization meaningless from +72% to -55% (as an example).

Mike

US30 will show a big difference, stick to tick data optimisation.

Tick data is accurate as it includes the spread in the data.

Gaurav

Thanks Mike for clarifying, I thought I'm doing something wrong.

Any clue how to optimize US30 for 1 year with tick data? I tried with two different powerful machines and both failed to fetch the required size of data, seems like the server from where it's pulling, is failing because the ram and cpu usage while doing the test stalled after 5 mins and kept showing 10% CPU and 28% Ram utilization for 30 mins and then failed.

Mike

could be a problem with your PC or the trading platform, best to ask Spotware, your settings may also be causing the issue, start by turning things off, do not optimise the timeframes, do these manually.

Gaurav

Yes indeed, I tried switching off all settings except the DiNapoli for the grid as per the tutorial video.
I doubt it's PC or spotware as if I do the same for 1 month it works and takes about 10-15 mins to process as the PC is 12 core i7 with 64 GB ram.

While if I do for a year with tick data it fails, but with 1m-bar it works.

Mike

which product? you will find its your optimised settings or your timeframes.

Gaurav

Smart grid, with US30, 1M timeframe with tick data for 1 year.

Mike

Your problem is probably your upper stop price, if it is default at 1000 it will stop and restart on each pass, set this value to 100,000

My tick data backtest took 15 mins for 1 month after I changed this before, it got stuck in a loop.

You can look in the cBot log next time to see whats causing the issue.

Gaurav

Thanks Mike for the quick support, will try now as you suggest.

Btw, what is this upper stop price? I didn't get it completely.

Mike

This is a manual entry to set a resistance level, you can stop the cbot when the price hits this target.

https://clickalgo.com/grid-hedge-settings

Gaurav

Hi Mike, Its been over 1d 4h and 1 year optimization is still running but stuck at 669 passes since last 6 hours now. It seems hanged, as CPU usage has dropped to 5-10% than 90%.

How else we can optimize for 1 year tick data?

If we can't what's the next best closest range we scan for similar accuracy?

Pipster

It's your optimisation settings

Mike

You need to share your optimisation pass settings like below, bt for your cBot, the issue will be your selected settings for optimisation, with the wrong settings it could freeze the system.