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Tick Dowloader

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jecomace

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8 years ago #115084

En Tick Dowloader los datos son erroneos porque se estan corriendo un decimal a la hora de hacer un backtesting y los pips ya no son reales y los resultados del backtes tampoco en el dax por ejemplo da de lectura 110256.3 en cuanto deberia de ser 11025.63 se corre un decimal, por eso lleva a error en los datos, lo he visto en más de una ocasion esta en el dax en el sp500 y creo que en algunos más, pido a quien corresponda que por favor solucionen el problema gracias de antemano.

Jesus

 

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mabi

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7 years ago #136762

Please write your questions in English more people will answer  😉

 

Oden

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jecomace

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7 years ago #136764

In Tick Dowloader data are erroneous because they are running a decimal when making a backtesting and pips are no longer real and the results of backtes not in the DAX for example gives read 110256.3 as should be 11025.63 you run one decimal place that leads to error in the data, I have seen on more than one occasion is in the dax in the SP500 and I think some more, ask the person concerned to please fix the problem thanks in advance.

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mabi

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7 years ago #136767

Yes there is alot of things to fix i have noticed. DAX i can´t find in my version of tick downloader but i am sure nobody noticed since most people here are on Metatrader and Forex. I use Ninjatrader and use saved chart data to upload to SQ. The downside with that is that I never can get 1 min resolution data to generate example H1 based strategies with even if it is highly recommended  to do so.

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tomas262

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7 years ago #136770

I use Ninjatrader and use saved chart data to upload to SQ. The downside with that is that I never can get 1 min resolution data to generate example H1 based strategies with even if it is highly recommended  to do so.

 

Bear in mind that SQ with NinjaTrader backtesting engine is always supposed to be set to “Selected Timeframe” precision

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mabi

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7 years ago #136771

Bear in mind that SQ with NinjaTrader backtesting engine is always supposed to be set to “Selected Timeframe” precision

 

I know but i am using SQ to build and test  and Ninjatrader to trade. ( why should i backtest in Ninjatrader seems like double work). NT history datamanager is build on1  minute data and NT build charts upon that. Actually NT data manager have all ask and bid data aswell on every tick to download if you need it. That is unecessary though i guess.

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mabi

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7 years ago #136772

Then again, for intrabar backtesting in Ninjatrader there are ofcourse an addon made.

http://www.backtestdata.com/addons/ninjatrader_intrabar

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mabi

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7 years ago #136779

@thomas262

 

For example SQ simply cant build strategies on NT daily charts for the future markets since it has no clue what the price is when market opens at 0800. It is probable a wery easy fix. Or i will just have to find a way to convert the minute NT price files to MT4 instead . It is easy the otherway around i can actually import MT4 data to Ninjatrader.  ‘‹

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tomas262

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7 years ago #136795

Hello Mabi,

 

I understand what you mean. SQ needs to be modified with version 4 to be able to work with higher backtesting resolution when using “Ninjatrader engine” and possibly minute (or tick) data

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