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How to translate method "4 ticks at OHLC" from IClientTester on IClient?
astropata
 Post subject: How to translate method "4 ticks at OHLC" from IClientTester on IClient? Post rating: 0   New post Posted: Thu 06 Jun, 2013, 22:37 
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I used "4 ticks on OHLC" for my testing and results are good for my strategy only when I use this interpolation method.
The problem is that in real trading I have only real data for every tick. I need to create simulation of method "4 ticks on OHLC".

Please tell how I can change the data received in onBar to simulate "4 ticks on OHLC" interpolation method?
 
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 Post subject: Re: How to translate method "4 ticks at OHLC" from IClientTester on IClient? Post rating: 0   New post Posted: Fri 07 Jun, 2013, 07:14 
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astropata wrote:
Please tell how I can change the data received in onBar to simulate "4 ticks on OHLC" interpolation method?
Well, you can't. Although you can filter ticks in the onTick, you can't predict if the current low/high will be the low/high of the current candle which has not completed yet.
 
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