Open-prices-only mode and why scalpers cannot use it

[Amanhasnoname]

Many testers offer a fast mode that evaluates the strategy only at the open of each bar. It speeds up testing enormously, which is why it is popular for optimization. For strategies that act within bars, it gives meaningless results.

In open-prices-only mode, stops and targets that would be hit during a bar are checked only at the next open. The path inside the bar is ignored. Scalping strategies with small targets rely on intrabar dynamics, so the mode removes the very thing being tested.

Even for strategies that trade only on bar opens, the mode does not account for the spread and execution at the actual time of the trade.

Use the most detailed mode available, ideally real tick data with variable spread. Accept the longer test times, or run optimization on a reduced sample and verify finalists with the detailed model.

A quick check is running the same test in two modes. A large difference confirms that intrabar behavior matters.

The fast mode has a role in early exploration but never in the final evaluation of a scalping system.

How much did the results change when switching from a fast mode to full tick testing?