Support Board
Date/Time: Thu, 13 Feb 2025 15:55:53 +0000
Post From: Questions about using Denali Exchange data for backtesting purposes
| [2020-12-08 15:38:49] |
| gambleditall - Posts: 16 |
|
Hi, I intend to use the data on SierraChart from the Denali feed for backtesting purposes. However, I will be using another platform to backtest the data which has the ability to import OHLCV data in CSV format. To this end, my understanding is that I will have to first load up as much intraday data as I require and then export it to Excel via SierraChart. With regards to this, I have a few questions: 1. If I am using 1-min OHLCV bars, is there any limit on how far back the data can be loaded and exported from SierraChart? i.e. would it be possible for me to load up all 1-min OHLCV bars all the way from Jan 1st, 1980? 2. How accurate is the intraday historical data for continuous contracts provided by the Denali data feed? Since most people use SierraChart to trade live, it would be understandable if the historical data is not maintained accurately. Thank you! |