Tick Data Resolution for Intraday Charts (Minute Data Too if Possible)


OVO can produce a FXT format tick file for charts created with it. Quant Data Manager now supports FXT files so we should be able to move towards compatibility using intraday FXT tick files in SQX. If there are other ways to allow tick data testing on other intraday charts (different file types) please make it possible to implement into SQX. Because of this, I'm patiently waiting for OVO renko support https://roadmap.strategyquant.com/tasks/sq4_0991

However, I realized this is an issue for any intraday chart for a non-time-based bar type. Using OHLC resolution for custom intraday bars can screw up results horribly depending on how the bars are configured. Allowing support for tick data resolution solves this issue. We need the ability to ensure accurate testing for intraday charts for higher fidelity strategies.

Testing strategies without tick data resolution for non-time-based charts has been the bane of my existence for the last few years so if this could be implemented, it would make things so much easier for people who prefer not to build on time-based charts at all, myself included. :)


** Minute data might be more difficult to include but it may help test things faster. I don't know how accurate minute data would be on intraday charts. I would 100% prioritize tick data over minute resolution but if it is possible, it would help to have in order to compare. 

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  • Votes +7
  • Project StrategyQuant X
  • Type Feature
  • Status Archived
  • Priority Normal
  • Assignee None

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KL
#1

kainc301

01.02.2019 19:05

Task created

KL
#2

kainc301

01.02.2019 20:10
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Gregorian

02.02.2019 06:54
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DalFX

01.03.2019 14:20
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Ad
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drayzen

07.04.2019 11:01
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MF
#6

Mark Fric

12.04.2019 15:39

Milestone changed from Build 120 to None

RH
#7

glennh

16.04.2019 23:16
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FC
#8

Kenzo105

13.04.2020 12:53
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MF
#9

Mark Fric

20.10.2020 14:35

Status changed from New to Archived

we have different priorities
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#10

bentra

31.01.2022 18:31
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Votes: +7

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