Backtest accuracy

[edge7]

Hi,

I am new here, so please be nice to me :)

I have been trying backtester for a week now and trying to understand the best way to use it.
I have data from 5minutes to 1Day.
If I want to test my strategy on a daily basis, it is probably better to still use 5 minutes data, in order to have better accuracy when matching the orders?
Something like this:

data = btfeeds.GenericCSVData(
                dataname=d[1],
                headers=True,
                name=d[0],
                fromdate=datetime.datetime(2010, 1, 1),
                todate=datetime.datetime(2017, 1, 1),
                timeframe=bt.TimeFrame.Minutes, compression=5,
                nullvalue=float(NaN),
                plot=False,

                dtformat='%Y-%m-%d %H:%M:%S',

                datetime=4,
                high=1,
                low=2,
                open=3,
                close=0,
                volume=-1,
                openinterest=-1
            )

            cerebro.adddata(data)
            cerebro.resampledata(data,
                                 timeframe=bt.TimeFrame.Days,
                                 compression=1)

Am I right?

Thanks

[backtrader]

@edge7 said in Backtest accuracy:

Am I right?

Of course. Targeting 5-min bars is going to give a lot more accuracy than targeting 1-day bars.