Backtesting range bars

AFL Programming
1

Is it possible to backtest on range bars? Thanks.

2

Yes, of course. But you would better need 1-tick data being available. Anything else is pretty much useless (though it is still possible to create range bars from non 1-tick data. But personally I don’t recommend it).

Other precautionary measures to be taken care of once you have 1-tick data available:

  1. Check whether Base time interval of File - Database settings is actually set to Tick
  2. For use in Analysis Range bars are defined in Tools - Preferences - Intraday

Note also that Analysis interval setting is independently set from chart interval!
So just go to Analysis settings -> General <- tab and choose -> Periodicity <- there.

Then you may “start your engines”.

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