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

1 replies

9 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?

9 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.

Mark
StrategyQuant architect

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