Should look inside bar back testing resolution be turned on, when using CASB?
When evaluating a trading signal for a given bar, TradeStation assumes the following: If the Open of the bar is higher than the Close, then TS assumes the High of the bar was made before the Low. If the Open of the bar is lower than the Close, then TS assumes the Low of the bar was made before the High. The assumptions are not always true in real life, especially if the open and close was relatively close to each other indicating a bar with sideways market action. Thus, using these assumptions can then lead to inaccurate backtesting results. To be prudent and to ensure that you have accurate backtesting results at all times, we recommend that CASB users should ALWAYS use look inside bar back testing, if the strategy uses any intrabar entries/exits. (While there are means of protecting yourself against the TS assumptions, it is a very advanced topic and not recommended for the typical user). Using look inside bar back testing will result in the optimization being a bit slower, but at le
