Now I have my strategy coded in a fashion that loads the tick data automatically and if I load a month of daily bars for instance then I also need to load a month of tick data. It's nice to see all the price patterns of the past months but I don't need to see all EXECUTIONS. For instance only seeing the executions in the last week or so would be in many cases sufficient.
So here's the key question - is there a way to only load one week of tick data programmatically (I know you can do it on equi-distant charts) in a strategy running for instance on a 1-month chart of daily bars? I hope this makes sense.
Thanks in advance
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