what is the best way to simulated tick by tick data
- Thread starter polee2000
- Start date
When I did this I stored it all in a database. I then wrote an app to go through it on a timer at first and then changed it to when I clicked the space bar so I could look at the results of each tick as long as I wanted.
The data you have, is it
A. 2-sec tick - price + tradesize
B. 2-sec bar (open/high/low/close) data
In either case you should be able to import them into a trading software for general backtesting.
For A, you need software that supports tick data directly.
For B, you need to check if your software support sub-minute data, if not, you will need to compress that into minute bar first before you can import the data.
A. 2-sec tick - price + tradesize
B. 2-sec bar (open/high/low/close) data
In either case you should be able to import them into a trading software for general backtesting.
For A, you need software that supports tick data directly.
For B, you need to check if your software support sub-minute data, if not, you will need to compress that into minute bar first before you can import the data.