Strategy Desk Users' Group

[mattie633]

QT, my understanding of it is that you select the lowest interval that is referenced in your code. So if you use the 60 min and day, you would set interval to 60. If you click override, however, it will set all your logic to reference the 60 min interval.

I know for sure that the best way to emulate actual results in your backtests, is to select "detect intrabar, 1 min"

There are some prior posts here, from JohnP I think, that explains this in more detail. He also has good approach... lets his live strategies run without executing the orders. Instead he chooses the "save" option. Then at the end of the day, he does a backtest and compares it to the saved orders from the day. That exercise would be helpful only to let you know that your backtests and live execution would be at least somewhat equal. If your saved triggered trades don't match the end of day backtest, then you aren't in synch yet.

Hope that makes sense.