Hi, I am trying to seelect my new forex platform. Long (5+yr) back testing and optimization are a key features in this process. cAlgo has recently added support to externa data in CSV formated file. Unfortunately I am not able to proper format TH data in order to let CAlgo Digest it.
The original thread on cAlgo is the following: http://ctdn.com/forum/whats-new/1931
Thank you for your Help
Tick history and Ctrade
Re: Tick history and Ctrade
Hi ,
The posts don't seem to have specified the format for the tick data. If it is expecting the format outlined below:
If the tick data requires the 'seconds' component in the time specification, then you can simply add the seconds like so:
Note how the Bid price is being output as the Open, High, Low and Close. The Volume is being forced to be rounded as an integer through specifying "F0".
More information on this topic is available in the manual.
Hope this helps.
The posts don't seem to have specified the format for the tick data. If it is expecting the format outlined below:
Then try this custom format while ensuring you have specified the "Tick" timeframe in the File Export dialog box:Date
Time
Open Price
High Price
Low Price
Close Price
Volume (Integer only)
Example:
2003.06.18,16:01,1.11423,1.11428,1.11332,1.11374,19
2003.06.18,16:02,1.11364,1.11436,1.11361,1.11405,7
2003.06.18,16:03,1.11402,1.11455,1.11400,1.11440,5
2003.06.18,16:04,1.11446,1.11461,1.11401,1.11447,14
Code: Select all
{BarBeginTime:yyyy.MM.dd},{BarBeginTime:HH:mm},{BidPrice},{BidPrice},{BidPrice},{BidPrice},{Volume:F0}
Code: Select all
{BarBeginTime:yyyy.MM.dd},{BarBeginTime:HH:mm:ss},{BidPrice},{BidPrice},{BidPrice},{BidPrice},{Volume:F0}
More information on this topic is available in the manual.
Hope this helps.
-
- Posts: 4
- Joined: Wed Dec 31, 2014 1:46 pm
Re: Tick history and Ctrade
Wow, thank you for the fast reply!
accordingly to the cAlgo deveopers they requires: "M1 Bars in csv files (open price)".
Why should I use the tick bar option an dnot the M1 timeframe?
accordingly to the cAlgo deveopers they requires: "M1 Bars in csv files (open price)".
Why should I use the tick bar option an dnot the M1 timeframe?
Re: Tick history and Ctrade
Hi Nonciazzecco,
Are you attempting to export tick data or M1 data from Tickstory? Depending on this, you will need to select the "Tick" or "1-Minute" time-frame, respectively.
Hope this helps.
Are you attempting to export tick data or M1 data from Tickstory? Depending on this, you will need to select the "Tick" or "1-Minute" time-frame, respectively.
Hope this helps.