Tick data import
3 replies
munchie
9 years ago #114112
Hi guys,
Question regarding data importing I was hoping maybe someone knows the answer to. I have downloaded tick data from dukascopy and exported this as tick data and subsequently imported it to SQ. the file size of the data is large, (Eu was 10gb). In the interests of reducing the amount of large files on my computer, does it make any difference importing tick data as opposed to importing M1, M15,M30,H1, etc as I think SQ recalculated timeframes before generation? Is there any benefit then to importing tick data rather than allowing SQ to recalculate from, say, H1? This would reduce the size of the files?
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tomas262
9 years ago #132262
It depends on strategy being developed. For example when you are ok entering using market order on bar close then simple M15 price data will be sufficient which will of course significantly reduce size of price data file to import. But if you enter using limit/stop orders I would rather use tick data to generate M15 timeframe to get better precision and more realistic fills.
munchie
9 years ago #132266
Tomas, you’re great as always, many thanks, think I’ll need to get a new bigger hard drive then!
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Keelan E Brettner
2 years ago #280273
hello. I tried importing but when i run a strategy on the imported tick data and extract it to MT5 the trades do not match, i cannot figure it out can someone give me a hand??
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