Equities Retesting: 1-minute resolution and computing higher time frames

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Customer, bbp_participant, community, 84 replies.

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6 years ago #113343

Currently, SQ does not support 1-minute resolution in retesting Equity Strategies.  It also does not compute higher time frames from 1-minute data for Equities.


1. Does anyone have any reasonable work arounds for these two issues in SQ ?


2. Is it possible to add these two features for Equities in SQ? If not, what about in SQ 4.0 version?


Mark Fric

Administrator, sq-ultimate, 3 replies.

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6 years ago #128894

yes, it is planned form SQ 4. The problem with futures and equities is that they are traded in sessions, not 24 hours a day like forex. So this has to be taken into consideration when computing higher TFs.

StrategyQuant architect


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