Support Board
Date/Time: Fri, 24 Jan 2025 20:44:20 +0000
Post From: Importing tick data
| [2019-01-25 15:42:32] |
| User288945 - Posts: 22 |
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Hi: Can I import tick data into a spreadsheet? if so what is the column layout? What format are you looking for? Is there any limitation on how many rows of data? I would like to do this within SC spreadsheet if possible. If not I can use Access or Excel 2016. Next question: Is there something thing that provides a big picture on how data is handled in SC? for Example. Sheet one is for your studies. Sheet 2 - is daily, sheet - 3 hourly etc. down to tick level. I am trying to get a handle on how you structure spreadsheets for replay and testing trading strategies. What I am trying to do is swing trade futures. If we us ES as an example and simple moving averages, I would like to first scan for all instances of a crossover and then start at the beginning and move to a random 2 - 5 bars before first instance so I can play it as if live trading record the trade then jump to the next. The benefits are: A. I can train myself on playing trade setups as if live. B. I can test the strategy to determine profitability and refine the strategy in various markets and volatility. Is there any you tube or other material that could assist me? Thanks |