The Traderszone Network

Published in TZ Latest News 23 February, 2017 by The TZ Newswire Staff

Back Testing Accuracy with OHLC data

Hello,

I recently discovered my back testing software NinjaTrader only provides OHLC data for the bars in back test.

I need to back test some 3 min bars strategies where my entry/stop loss / profit targets are calculated and may not be one of the four OHLC prices during the back test.

If I back test this way with just OHLC my back test will be inaccurate, correct?

You have any suggestions or recommendations for this.

Thank you