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Saving and Recalling Tick Data - re BidAsk
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Saving and Recalling Tick Data - re BidAsk

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Saving and Recalling Tick Data - re BidAsk

Volume based indicators such as BuySellPlot (+BuySell Volume etc) ONLY plots on the chart in real-time (LIVE MODE) and the data is lost when a change in property, interval or instrument is made.

Kindly advise, how i may save the data so that the data will plot when the worksheet is off-line or recalled/opened and volume based strategy backtest can be run at any future date.

Thanks and best regards

Pat

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This is in the design.
Can be fixed, but is a quite a bit of work...

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Patkum101 View Post
Volume based indicators such as BuySellPlot (+BuySell Volume etc) ONLY plots on the chart in real-time (LIVE MODE) and the data is lost when a change in property, interval or instrument is made.

Kindly advise, how i may save the data so that the data will plot when the worksheet is off-line or recalled/opened and volume based strategy backtest can be run at any future date.

Thanks and best regards

Pat

Best advice I can give is download NT8 and be sure to check the box for "Tick Replay" Tools/Options/Market data check "Show Tick Replay" and then the option will appear in each chart you open and be sure to check it also. You might have to reload the data Ctrl+Shift+R once you make a new chart.

Not sure if it will work for backtesting I use Excel to mine out probabilities and would encourage you to do the same. Basktesting is a skill all its own and in and of itself does not put you any closer to creating consistent profits. IMHO good for entertainment/dreaming as you see profits accumulate over a time period but live trading is extremely different. I stopped doing it.

Also, Rancho Dinero has several indicators for NT7, AcmeVolumeBreakdown, AcmeVolumeBalance that use data on historical bars and can be exported to Excel for detailed study... see this data attached below ...1 year of ES 5 min bars RTH only over 22,000 rows of data.....

ES 06-16-5 Min-CME US Index Futures RTH-UpDownTick.csv

Ron

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