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| Can I make a tick filter? |
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JieRie
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| Post subject: Can I make a tick filter? |
Post rating: 0
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Posted: Sun 27 Oct, 2013, 15:39
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User rating: 0
Joined: Tue 16 Jul, 2013, 02:56
Posts: 13
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Dear Support
As I develop my strategy on tick data,Can I make a filter to ignore some tick data
whick I don't care,like time_period_aggregation filter,with indicators working fine?
Wiki suggests to do it in ontick method,but I think it won't work for indicators.
Could anyone help ?Thanks in advance.
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API Support
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| Post subject: Re: Can I make a tick filter? |
Post rating: 0
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Posted: Mon 28 Oct, 2013, 09:24
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
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Particularly on which operation would you like to filter ticks?
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JieRie
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| Post subject: Re: Can I make a tick filter? |
Post rating: 0
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Posted: Mon 28 Oct, 2013, 09:32
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User rating: 0
Joined: Tue 16 Jul, 2013, 02:56
Posts: 13
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Such as some ticks with littlevolume.
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API Support
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| Post subject: Re: Can I make a tick filter? |
Post rating: 0
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Posted: Mon 28 Oct, 2013, 09:48
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
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But where do you want to use such ticks? In your own calculations, chart operations or indicators? Could you please provide an example strategy which shows how you would like to use those filtered ticks?
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