Hi,

Is there any possibility to oversample 1 minute chart with M1 data? Per-bar is not possible, obviously. Can I use per-cycle? Doc says almost nothing about that, how does it work and for what is it useful. Are there other methods?

Sure, for instance use NumSampleCycles = 4; and SampleOffset = 60; for 4 cycles with 1 hour start time difference each.

Hi Petra,

Thank you for answer. Can you please elaborate how time offset makes different price curves needed for oversampling? I made a quick test and it seems it does not. It only runs _n_ cycles with time offset as you mentioned, and according to docs SampleOffset is used for a histogram of the performance dependent on start time, rather than generating slightly different price curves.

I'm sorry if I wasn't clear in the original question, but I try to achieve this:
Oversampling the bars is a method to run multiple test cycles on slightly different price curves that are derived from the original curve and contain the same inefficiencies. This produces more trades, generates more realistic backtests, and allows to evaluate the effect of price curve randomness on the system performance.

It depends on your strategy if per cycle oversamping makes sense. For instance, when your strategy trades at fixed times, all cycles will obviously have the same trades and you need no oversampling.

You're right, it makes more sense now. Thanks.