I have ES tick data going back several years. Could I use 2 tick range bars as my secondary data stream and get very close to perfect resolution for my buy and sell orders?
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Increasing Inrabar Granularity
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Increasing Inrabar Granularity
The reference sample shows two data streams: 1 minute and 5 minute.
I have ES tick data going back several years. Could I use 2 tick range bars as my secondary data stream and get very close to perfect resolution for my buy and sell orders?Tags: None
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Hello,
Thanks for the note.
Yes absolutely. However be prepared for long backtest times as tick data is very processor intensive. Might suggest maybe using for example a 10 tick bar for example would get bery close processing but reduce backtest length by about 10 times less.
Let me know if I can be of further assistance.
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