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Stategy Analyzer with tick data

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    Stategy Analyzer with tick data

    My strategy includes AddDataSeries(Data.BarsPeriodType.Tick, 1) and I trade using this tick data.

    On the chart (Volume 1000) it works well but on Strategy Analyzer it doesn't. Not even my Print statements get executed. OnBarUpdate

    Any thoughts?
    Last edited by dibDab; 03-06-2023, 10:40 AM.

    #2
    Hello, thanks for writing in. Your live data connection might not be able to request the 1 tick data for the requested time frame. E.g. the NinjaTrader connection will go back 180 days of single tick data. You can check how much data is loaded by switching to the Chart view at the top left view setting.

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      #3
      ok thanks, I'm just using 1 day of tick data, I get no results on 1 minute either. No chart displayed. I don't think ticks are arriving.


      Last edited by dibDab; 03-06-2023, 11:17 AM.

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        #4
        Hi, Make sure to print specifically from the added series e.g. in OnBarUpdate:

        if(BarsInProgress == 1)
        {
        Print(Closes[1][0]);
        Print(Times[1][0]);
        }

        Also check the log tab of your Control Center, and note that the connections Interactive Brokers and TDA do not support historical tick data.

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          #5
          I get trades, prints everything at 7am UK time.

          I'll try again 2pm UK time.

          could it be that I have to wait much longer for the ticks to arrive once the US market get busy? (using Kinetick)
          Last edited by dibDab; 03-07-2023, 05:45 AM.

          Comment


            #6
            Hello, thanks for the follow up. During market hours you can only pull up to 8 hours of tick data from Kinetick. It would be best to run large backtests outside of regular trading hours for best results.

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