Many programs of technical analysis allow to test trading strategies on history data. In the most cases, the testing is conducted on already completed data without any attempts to model the trends within a price bar. It was made quickly, but not precisely enough.
It is important to choose a relevant way of modeling development of price bars to make a quality testing of a trading strategy. Indeed, there cannot exist an ideal situation when there is a full tick history for an extremely accurate testing. It is very difficult for a normal trader to find the full tick history for a period of several years, in order to analize it.
To solve this problem, the data of more precise periods can be used as reference points with modeling price changes between them.
