Support Board
Date/Time: Wed, 27 Nov 2024 15:32:17 +0000
Backtesting Time&Sales Strategy
View Count: 960
| [2014-09-17 12:27:13] |
| FerroTrader - Posts: 70 |
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Hello, I am new to SierraChart. Can I backtest a Time&Sales Strategy ? Does SierraChart store bid/ask values ? My data feeder is IQfeed. For instance, I would like to backtest and entry once two orders, bigger than 49, were executed on the ask side within a second...can SierraChart do this ? thank you Andrew |
| [2014-09-17 17:21:03] |
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Yes. This is supported. When performing back test with IQ Feed data that is stored tick by tick, the Bid and Ask prices with every trade are recorded by Sierra Chart and will be provided during the back test. Make sure you have a tick by tick data configuration: https://www.sierrachart.com/index.php?page=doc/doc_TickbyTickDataConfiguration.php Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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