Creating Second, Minute, and Custom Bars from Tick Data
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Creating Second, Minute, and Custom Bars from Tick Data
Is it possible to create minute bars from tick data imported from TS? I was backtesting a strategy using 1 minute bars, and took forever to reload 30 second bars, and then again 1 second bars, even though I had originally performed the test over tick level data.
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- Posts: 35
- Joined: 16 Nov 2009
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Another forum user was able to merge tick data with IB data thought this might help point you in the right direction.
glen
On QM, import the ES data that you bought into the one that you already have from IB.
Next time you connect to IB, the chart should start to update from there.
At least, for me, this was the solution merging IQFeed data with eSignal data. I must thanks Anastassia for this tip.
glen
On QM, import the ES data that you bought into the one that you already have from IB.
Next time you connect to IB, the chart should start to update from there.
At least, for me, this was the solution merging IQFeed data with eSignal data. I must thanks Anastassia for this tip.
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- Posts: 35
- Joined: 16 Nov 2009
- Contact: