Data quality

Backtesting is only as good as the data underneath it. StrategyTune's replay is built on tick-based historical data — recorded price updates, in the order they were recorded — not synthesized intra-bar paths.

What tick-based means here

Most "backtesters" run on completed OHLC candles and fake the intra-bar path with a fixed sequence (open → high → low → close, for example). That's an interpretation, not the market. StrategyTune doesn't do that.

Instead, orders are evaluated against the recorded data itself. For quoted instruments (forex and CFDs) the record is real bid/ask quotes, and pending orders trigger on those recorded quotes. For stock-type instruments the record is trade prices, and stops trigger on the recorded trades. So:

• A stop-loss fills at the moment recorded prices first cross your level — not at the candle's close.
• A limit order at a level inside a bar fills only if recorded prices crossed that level during the bar.

Fill evaluation is independent of replay speed and chart interval — see How replay works.

Spreads are real

Bids and asks are independent. Buys fill at the ask, sells at the bid; the spread you'd have crossed in real life is the spread you cross in the simulation. There is no "midpoint fill" mode.

What's not modeled

StrategyTune simulates execution against a single-source tape. The following aren't part of the simulation today — this applies to manual replay and automated backtests alike:

• Liquidity-driven slippage. Beyond the bid/ask spread, the model doesn't simulate market impact. Fills happen at the quoted side at the moment the level was crossed.
• Partial fills. Orders fill in full. There's no "you got 30% of your size" model.
• Multiple venues. Each instrument is replayed against one data source. Differences between venues for the same symbol aren't modeled.
• Commissions and financing. Not included, which is why the Run report shows no commissions. Net them off mentally if you're stress-testing low-edge strategies.

Where the data comes from

Each security has a named data provider; the /securities page shows the provider and its archive's date range per instrument. Because depth and quality depend on the provider, histories vary between instruments — check the date window before a long backtest (see Coverage).

Determinism

The engine adds no randomness: over the same recorded data, the same orders fill the same way — reproducible across runs and devices, in manual replay and in automated backtests alike.