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If I understand correctly, this is the exact wrong thing to do. These trades, which are not tradable by retail investors in real-time, must not show up in any historical data. All historical data must mirror the real-time tick data with no corrections after the fact.

They should average out. I believe that Interactive Brokers puts your sim trade on a queue mirroring the real queue. When your sim trade comes up they take the next price/volume of the real queue for your price. I have run both real-time and sim (paper trade) at the same time. It averages out...

I have a system, that I sometimes run, that trades in realtime during the day, out at the close. I can backtest at the end of the day using daily data to see any differences in trades. I run this system on about 1,000 of the most liquid stock symbols. I periodically see a backtest trade that did...

Oh, the joy of historical data. These spikes are trades that you could not have participated in. Think of firms trading among themselves. These trades are not necessarily reported in real-time, but when reported, they are inserted into the, now historical, data. Tick data does not have this...

IBs paper trading account seems to be very realistic (at least for stocks). I have run the sim account and real account at the same time (many times). Very close to the same results, averages out to a wash. As an example; I had to wait for about 6 minutes this morning for one of my shorts to...

This can be done in any language.

No problem. In windows under "Display Settings", "Display orientation", you can set the display to "Portrait". Of course, you have to figure out how to mount your TV vertically.

My 4k TV/Monitors have what I would call a semi-matte screen. A bright source will reflect on the screen. So if you have windows behind you... That said, I have never had a problem with reflections. $200 - $238 for a 43" - 50" is too good to pass up...

As a software engineer who has written lots of graphic programs (configuration, monitoring, and charting), we don't update the chart, table, etc. faster than every 0.2 seconds. Most charting packages are much slower than that. Your charting package does not update the chart when the data is...

I've been using 4K TVs for monitors for many years. They work great. My favorite, and newest, is my onn 50" Roku from Walmart. Get a 43 if your vision is normal/good, a 50 if your vision is not so good, or a 55+ to mount on the wall across the room. With good vision, anything above 43 should...

I appear to be wrong. IQFeed is getting expensive.

I believe the IQFeed developer's license is a one-time fee.

I agree, once you are in monitor mode. Definitely not a problem at 60Hz. The biggest problem is finding the mouse on a large screen. I adjust the mouse to make it easier to find.

It looks great. When you use a 4K TV to use as a monitor, you basically turn all of the "features" off and adjust the contrast and brightness. The picture is perfect. The mouse is still a little slow. BTW If you hate the super-saturated colors and contrast, as I do, the computer monitor mode...

Works great. I have a 39", 42", 50", and a 55". The 42" is perfect. The 50" ONN from Walmart is my favorite since my vision is not great. I run the 39" and 42" with the onboard graphics (30Hz) of old i7s, and the 50" with the onboard graphics of a newish Ryzen 7 (60Hz). The ONN has Roku and...

Since you know it works and you use IB, their paper-trading account is very good. Forward test. You will see the slippage and commissions. If it works, great. This is what I do. Best of luck.

I actually have several trading systems that aggregate ticks into one-minute bars and one-minute bars into various length bars (though I haven't found anything less than 3 min useful), starting at different minute intervals. Coding on this platform is quite complicated. Over time I have made it...

Interactive Brokers with IQFeed data. Stocks only.

All but the most liquid symbols will be missing many minute bars throughout the day, let alone 15-second bars. If you want consistent bars you will need to create them yourself. My platform has a "plug holes" function for historical data. It adds missing bars before the symbol started trading...

If you can't find someone to do this in a few months you can contact me, I may have time. I might do it for free but I could only give you results, not the code. My trading platform is meant for trading, not backtesting. I have written backtesting in it but the process needs to be simplified...