Precision back-testing Ask Bid not aligning  [SOLVED]

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Precision back-testing Ask Bid not aligning

Postby StefanoSF » 09 Oct 2012

While using the Precision Back testing method on a tick bar chart (plotting ASK and BID on same chart) I noticed that the ASK and BID bars are not aligned vertically with on another. In other words at time stamp: 13:36:30 there is only ASK tick data follows by the BID data on another time stamp. Is this normal?

See attached.
Tick Ask BId.PNG
Ask Bid misaligned
Tick Ask BId.PNG (14.24 KiB) Viewed 185 times

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Andrew MultiCharts
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Re: Precision back-testing Ask Bid not aligning  [SOLVED]

Postby Andrew MultiCharts » 10 Oct 2012

Yes. Asks, bids and trades do not take place always simultaneously. In fact, the feature called "TickID" was introduced specifically for this purpose - to see the actual sequence of ticks in real-time on different series.
If you use IQFeed, there is one checkbox, that may help you to get this all synchronized, but some asks and bids will be lost: Generate a new Ask/Bid tick if Trade changes
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