For example:
Stock1 is data1:
9:00 10.00
9:05 11.00
Stock2 is data2:
9:00 1.00
9:01 2.00
9:02 3.00
9:03 4.00
9:04 5.00
9:05 6.00
I want to trade stock1 based on the price of stock2. At 9:02, the price of stock2 is 3.00 and the price of stock1 is 10.00(no change from 9:00). I want to buy 100 share of stock1 at 9:02. However, MC cannot buy the stock1 at 9:02 because there is no tick. Until 9:05, the MC can buy the stock1 at 11.00 but the price has been moved up.
Anyone know how to solve this problem?
How to trade between ticks?
Right now there is no way to execute a study or indicator between ticks. It has been requested as a feature for MC however. I will get back to this thread and include the URL link to that thread as a reminder that more than 1 or 2 would like to see this feature and for more than one reason.
Of course you could execute outside MC manually as I do and use MC as a helper rather than using it for full automation. That is the only way around it at the moment that I know of.
Of course you could execute outside MC manually as I do and use MC as a helper rather than using it for full automation. That is the only way around it at the moment that I know of.
Use bid ask data for stock 1
and select "Extended Strategy backtesting on bid and ask date" under "Strategy Propertys" settings