SQ4 - Add internal 1 second bar precision for generation and testing

Hi Mark,



I would like to suggest a new test precision, that is between the 1 minute precision and the real tick precision.  This is because 1 minute is a long time interval and real tick is often much too slow.


Can you add a 1 second precision, where SQ4 uses internally generated 1 second bars from real tick data?


I think this is a good compromise between the course 1 minute bars and the hugely over precise tick precision.


Thanks,


Mike

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  • Votes +2
  • Project StrategyQuant X
  • Type Feature
  • Status Archived
  • Priority Normal
  • Assignee None
  • Milestone Archived (To be done later)

History

m
#1

mikeyc

15.05.2018 19:57

Task created

m
#2

mikeyc

15.05.2018 19:58

Attachment SQ4 Suggested new precision.png added

m
#3

mikeyc

17.09.2018 20:10
Voted for this task.
m
#4

mikeyc

06.10.2018 11:52
Bumping this up again.


I think it should be fairly quick to implement, instead of generating a tick once per minute (too low precision), you generate a tick "bar" every second.  The issue with real tick testing is it too slow and there can be hundreds of ticks per second, way too granular.


Thanks

MF
#5

Mark Fric

02.05.2019 15:39

Milestone changed from Build 121 to Build 122

MF
#6

Mark Fric

14.06.2019 10:35

Milestone changed from Build 122 to None

MF
#7

Mark Fric

08.07.2019 13:28

Milestone changed from None to To be done later

KL
#8

kainc301

03.09.2019 17:01
Voted for this task.
MF
#9

Mark Fric

16.02.2020 13:52

Status changed from New to Archived


Votes: +2

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