If you have tick data tradestation will test at the tick level. It's called look inside bar testing. If you have nothing but tick data you can build the bars in arrays in Easy language and backtest on them as well. It's been doable with Tradestation since 1999, I don't know where all the idiots have been or what they were doing, well I have a general idea of what they have been doing...
Result of a jack hershey strategy
- Thread starter ProgrammerGuy
- Start date
That problem only arrises when you have profit targets, stops, and trailing stops, where 2 orders have a chance of being executed on the same bar.
In all my of strategies I use no stops, no trailing stops, and no profit targets
I'm not trying to show off here, just thought I'd share a result of the jack hershey strategy which everyone says is not profitable.
But I guess it's up to you to believe me or not
But I guess it's up to you to believe me or not
Oh, dont get me wrong, I believe you. I know the stuff works. My only contention is the degree of difficulty associated with coding it up. But if you have found a way to do it and it works for you, then thats great!
If you understand the lingo of the strategy development world The last year is "real time testing."
Steve,
if you're interested, there is a good chance that I can code your verision of the jack hershey method no matter how complex. With that I can put the code through my tool that I built in a custom programming language and really be able to test the strategy more efficiently, better, and faster than any commercial software backtester than I know of. Again if you're interested, PM ME.
Thanks
I'll let you know, probably not for awhile as I want to focus on refining my discretionary approach but at some point down the road, I may be ready to give coding a shot. Thanks for the offer 
Yeah I understand the word testing, like playing paintball compared to combat