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?
Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Increasing Inrabar Granularity
Collapse
X
-
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
-
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.
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by jxs_xrj, 01-12-2020, 09:49 AM
|
6 responses
3,290 views
1 like
|
Last Post
by jgualdronc
Today, 10:56 AM
|
||
Started by Touch-Ups, Today, 10:36 AM
|
0 responses
8 views
0 likes
|
Last Post
by Touch-Ups
Today, 10:36 AM
|
||
Started by geddyisodin, 04-25-2024, 05:20 AM
|
8 responses
61 views
0 likes
|
Last Post Yesterday, 10:45 AM | ||
Can someone turn this thinkscript into a ninjascript. 5PM CST OHL and Previous Day
by Option Whisperer
Started by Option Whisperer, Today, 09:55 AM
|
0 responses
8 views
0 likes
|
Last Post Today, 09:55 AM | ||
Started by halgo_boulder, 04-20-2024, 08:44 AM
|
2 responses
24 views
0 likes
|
Last Post Today, 09:41 AM |
Comment