Creating Second, Minute, and Custom Bars from Tick Data

Questions about MultiCharts and user contributed studies.
titletrading
Posts: 23
Joined: 24 May 2010
Location: USA

Creating Second, Minute, and Custom Bars from Tick Data

Postby titletrading » 27 May 2010

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.

glen demarco
Posts: 35
Joined: 16 Nov 2009
Contact:

Postby glen demarco » 27 May 2010

Have you tried importing the tick data from TS to Multicharts?

glen demarco
Posts: 35
Joined: 16 Nov 2009
Contact:

Postby glen demarco » 27 May 2010

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 demarco
Posts: 35
Joined: 16 Nov 2009
Contact:

Postby glen demarco » 27 May 2010

try this procedure:

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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