Hi,
I just wondered why the ducascopy data obtained via tickstory lite contains much more (at least double) ticks than what you usually get if you get the ducasopy tickdata via Birt's script?
While Birt's give you 99%, tickstory gives you 99,9%
99,9% tickdata vs. 99%
Re: 99,9% tickdata vs. 99%
Hi Rayray,
Have you got the 'duplicate tick' filter on when you export data? This could be one reason for the difference. If not, the best comparison is between what Tickstory and what the JForex platform provides - if you note any differences (eg. a specific day where the exported data is different) we can investigate this further. If you are merely comparing file sizes, then it's hard to identify where the differences could be.
Regarding 99.9% vs 99% - these numbers are just embedded into the exported file and have no effect on your final back-test results.
Hope this helps.
Have you got the 'duplicate tick' filter on when you export data? This could be one reason for the difference. If not, the best comparison is between what Tickstory and what the JForex platform provides - if you note any differences (eg. a specific day where the exported data is different) we can investigate this further. If you are merely comparing file sizes, then it's hard to identify where the differences could be.
Regarding 99.9% vs 99% - these numbers are just embedded into the exported file and have no effect on your final back-test results.
Hope this helps.
Re: 99,9% tickdata vs. 99%
Hello,
how does this filter do and how does it work? What are duplicated ticks? Ticks are ticks and the markets "strange" behaviour is stored in those very ticks, I actually don't want to remove some with a filter!
BR
how does this filter do and how does it work? What are duplicated ticks? Ticks are ticks and the markets "strange" behaviour is stored in those very ticks, I actually don't want to remove some with a filter!
BR
Re: 99,9% tickdata vs. 99%
Hi Rayray,
A tick is considered a "duplicate" if it occurs at the same price in the same minute as the previous tick. In many cases, EAs are not sensitive to this information which is why some users are fine with filtering the information. It saves time and reduces the size of the final file. Of course, if the EA is dependent on the number of ticks (a strategy based on trading/tick activity for example), then you would not want to filter this information.
Hope this helps.
A tick is considered a "duplicate" if it occurs at the same price in the same minute as the previous tick. In many cases, EAs are not sensitive to this information which is why some users are fine with filtering the information. It saves time and reduces the size of the final file. Of course, if the EA is dependent on the number of ticks (a strategy based on trading/tick activity for example), then you would not want to filter this information.
Hope this helps.