Sub minute strategy generation

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Subscriber, bbp_participant, community, 2 replies.

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5 years ago #114522



I have downloaded EURUSD tick data from Dukascopy and imported successfully as tick data. However as you can see attached the shortest period I can choose is M1. Why can’t I choose sub minute bars with tick data?






Administrator, sq-ultimate, 684 replies.

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5 years ago #134427

you cannot test alternatives timeframe like this. You would have to import price data for target timeframe. For example if you use 100 tick chart you have to import data for that chart. It is mentioned in StrategyQuant guide for using rangebar and renko charts.


It works as same as with standard timeframe data ‘“ you have to import the range or renko chart data just like any other history data, and run the strategies generation as usual.
Limitations of using range / Renko (or alternative timeframe) data in StrategyQuant:
1. Only the ‘Selected Timeframe precision is available for these types of charts, so you won’â„¢t be able to test them using tick precision
2. You should generate data for Range / Renko charts using fixed spreads. StrategyQuant is not able to test the strategies using variable spreads on these charts.


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