Tickblaze - An Advanced Platform for Quants and Active Traders

[Pochitito]

Hi @petrz.

Thank you very much for so detailed answer. I really appreciate it.

Few, comments, if I may:

Specifically:
1) The function TotalDataCount() < 390 on a Daily bar will now skip 1.5 years worth of data
2) The function SessionIsFirstBar() will return true on every minute update you evaluate it, because there really is only 1 bar for the session, updated every minute.
3) the function DataIsMissing() now evaluates Daily bars, not small data gaps in the 1 minute data (this actually makes a difference of 1 trade on GME)
4) The function BrokerMarketOnClose() handles closing the position differently on a Daily bar built from minute bars with On Bar Update (it will close the position on next bar update), so you have to write a different exit block.

That's what I meant by "adjusting the code for every option"

Not to mention one important thing - when you invoke the strategy with On Bar Update settings in LIVE mode, it will be updated on each new incoming TICK, no matter what source bars its built from. So On Bar Update setting in LIVE mode does not match the behavior in the BACKTEST mode (unlike On Bar Close setting, which behaves the same in both BACKTEST/LIVE mode).

That is very valuable insight. I am glad that I didn't have to learn it the hard way

There's also a catch with Daily bars and On Bar Close - we can't cheat the backtester and look into the future to check the developing bar Open, so what do we do? We look back 1 day into the past and calculate the trades ourselves. We will use the in-built Output Window to basically calculate and create rows of trades, which you will then copy and paste into a new TXT/CSV file and import it into an Excel.

Oh, I didn't think of that. Sounds like a great tool in the exploratory search for the edge indeed!

And, again, I am the most grateful for all the great inisghts provided. That helped a ton. Can't thank you enough

 

[Pochitito]

Hello everyone,

Would appreciate an advise on using IQFeed data for backtesting in Tickblaze.

As far as I am aware, IQFeed split-adjusts daily bars but does not do so for intraday prices. The problem is that, if I run a backtest based on minute prices, and the strategy can hold positions overnight - the positions get exposed to abrupt spikes and plunges in prices due to splits and reverse splits.

The way I see it is that IQFeed price data can not be reliably used for backtesting swing strategies based on intraday prices in Tickblaze. Of course, one can do that based on daily bars, but it doesn't always fit the strategy under the backtest.

Am I missing something? Is there a workaround for the problem?

 

[fan27]

Hello everyone,

Would appreciate an advise on using IQFeed data for backtesting in Tickblaze.

As far as I am aware, IQFeed split-adjusts daily bars but does not do so for intraday prices. The problem is that, if I run a backtest based on minute prices, and the strategy can hold positions overnight - the positions get exposed to abrupt spikes and plunges in prices due to splits and reverse splits.

The way I see it is that IQFeed price data can not be reliably used for backtesting swing strategies based on intraday prices in Tickblaze. Of course, one can do that based on daily bars, but it doesn't always fit the strategy under the backtest.

Am I missing something? Is there a workaround for the problem?

Whenever I saw that happen with IQFeed and intraday prices previously we reached out to them and they fixed it.

 

[Pochitito]

Whenever I saw that happen with IQFeed and intraday prices previously we reached out to them and they fixed it.

Thank you. I was under impression that it worked this way by design. Also, sent them an email asking "Does IQFeed have any plans on split-adjusting intraday price data?", and here is what they replied:

But if you say that they used to resolve such issues, will definitely give it a go

 

[fan27]

Thank you. I was under impression that it worked this way by design. Also, sent them an email asking "Does IQFeed have any plans on split-adjusting intraday price data?", and here is what they replied:
View attachment 329993
But if you say that they used to resolve such issues, will definitely give it a go

Maybe I am misremembering. Perhaps it was only fixes for daily data.

 

[Daniel.a]

@Tickblaze I have sent numerous emails to your support, since about a week back, and not one single reply from anyone, Is anyone reading the support emails ? or something happened with your company ? I hope not since I like your platform.

 

[fan27]

@Tickblaze I have sent numerous emails to your support, since about a week back, and not one single reply from anyone, Is anyone reading the support emails ? or something happened with your company ? I hope not since I like your platform.

Tickblaze has been acquired by NeuroStreet. Curious what that means for the product.

https://www.youtube.com/@Neurostreet

 

[Baron]

Tickblaze has been acquired by NeuroStreet. Curious what that means for the product.

https://www.youtube.com/@Neurostreet

Daniel from Tickblaze canceled their Vendor Account here in November because of the Tickblaze acquisition. He said it was up to the new management to reinstate their Vendor account, which they have not done so yet. So nobody from Tickblaze will be participating here until they sign back up. The fact that others are reporting that their support email address is not responding back in a timely manner is not a good sign.

 

[fan27]

Daniel from Tickblaze canceled their Vendor Account here in November because of the Tickblaze acquisition. He said it was up to the new management to reinstate their Vendor account, which they have not done so yet. So nobody from Tickblaze will be participating here until they sign back up. The fact that others are reporting that their support email address is not responding back in a timely manner is not a good sign.

I got word over the weekend they are now responding to support inquiries. Will see how it goes from here.

 

[Daniel.a]

They are now going to raise prices to close to 200usd per month for their platform.. so about 100% price increase for existing clients.. not looking like a great deal for sure.