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Ok, I've created an routine for tick bars.. The tick data previously lived in SQL, and now it is in binary files as per previous post. I am using 8 bytes per tick for the original tick data. Total data so far for ES and NQ is around 1.5 gigs. The program is able to iterate through all...

Ok, here I'll keep a record of some dabbling in code, using Qt/C++. The code will be sloppy and inefficient and the variable names will be random, but the goal is to create an easy environment to carry out tests, not to code a masterpiece. To start, there will be minimal compression to store...