Is there a way to view Historical signals that trigger at the TICK level when using IB and MC?
Thanks
Historical signals
Re: Historical signals
The only problem you'll run in is that IB doen't offer historical TICK data, you can only collect it in real-time. Once collected you can backtest signals on the stored data like with every other symbol, too.Is there a way to view Historical signals that trigger at the TICK level when using IB and MC?
Thanks
So the only limitation will be the lack of historical tick data from IB.
Chris
thanks for reply
i have enough data (5 minute bars)
now im backtesting a strategy that triggers in MC only on close of candle instead during forming of that candle (when criteria are met)
can Multicharts save the IB tick data into it's own local database?
IN TS there is an option to select tick when backtesting with minute charts
i have enough data (5 minute bars)
now im backtesting a strategy that triggers in MC only on close of candle instead during forming of that candle (when criteria are met)
can Multicharts save the IB tick data into it's own local database?
IN TS there is an option to select tick when backtesting with minute charts
- Andrew Kirillov
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Dear O66,
Yes, sure. MultiCharts saves data in 1-tick, 1-min and 1-day resolutions.
can Multicharts save the IB tick data into it's own local database?
Yes, sure. MultiCharts saves data in 1-tick, 1-min and 1-day resolutions.
For backtesting MultiCharts uses the same data resolution as has been used for plotting the chart. So you don't need the checkbox for ticks as it is in TS. Just run backtesting on the chart with resolution you need.IN TS there is an option to select tick when backtesting with minute charts
Andrew,
in my opinion he is looking for a "look-inside-bar" backtesting ability where the strategy, although running on minute data for example, takes the tick by tick bar development into account.
Taken from the TS help file:
in my opinion he is looking for a "look-inside-bar" backtesting ability where the strategy, although running on minute data for example, takes the tick by tick bar development into account.
Taken from the TS help file:
ChrisUnder Back-testing resolution, select the Look-Inside-Bar Back-testing check box to enable the use of a sub-interval to identify price action occurring within each charted strategy bar.
Note This only allows you to change the intrabar interval for back-testing purposes. This is not the same as enabling intrabar order generation which is done from the Calculation tab of the Format Strategy dialog for a selected strategy.
If checked, the back-testing resolution is automatically selected based on the type of chart being used.
For weekly and monthly charts, Day is selected
For daily and intraday charts:
If you select Tick you'll be able to identify price action occurring within each charted strategy bar at the tick level.
If you select Intraday you change the number of minutes for each sub-interval used for back-testing.
- Andrew Kirillov
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Dear Sirs,
Surely we will add the look-inside-bar functionality later.
So for all the time resolutions it will execute only on bar close. In case you need true intra-bar execution you need to use 1-tick resolution charts.For backtesting MultiCharts uses the same data resolution as has been used for plotting the chart.
Surely we will add the look-inside-bar functionality later.