Comments (3)
It is normal for ticks to come at irregular intervals. They do not represent measurements of time, but instead come through as trades occur that affect the price of the product.
from qsforex.
Hi woodjude,
Crzluckbox is correct, the ticks don't come in at regular intervals as they represent a change in a particular asset price, not a measurement of time. The ticks that I use for this contain both bid and ask prices. Hence we are not using order book data, which is much more detailed.
I do plan on eventually being able to "bin" the ticks into Open-High-Low-Close bars at various periods, but for now QSForex uses solely tick data in an event-driven fashion.
Hope that helps!
from qsforex.
I see. Thank you mhallsmoore and crzluckbox.
from qsforex.
Related Issues (20)
- adding home/quote and home/base to the prices_dict in the PriceHandler
- Use a PriorityQueue object instead of "standard" Queue for the backtesting loop, to reduce pile-up of tick events HOT 1
- How hard to apply this backtester to another type of instrument? HOT 2
- ImportError: No module named urllib3
- OHLCV bar features
- Using Enum HOT 1
- Position accounting mode
- TypeError: Passing a bool to header is invalid with Pandas 0.18.1 HOT 3
- Can qsforex make order with trailing stop?
- Support of other brokers (BTC on Kraken)
- getting the same error on multiple computer operation systems. HOT 4
- How can I make my trading system working on a 5 or 15 minutes time frame interval? HOT 3
- ImportError: No module named 'qsforex' HOT 1
- execution error when running for some time. HOT 3
- add a little GUI
- decimal.InvalidOperation: Invalid literal for Decimal: 'Bid' HOT 3
- trading.py - <Response [400]> - how to for request HOT 3
- V20 Interface HOT 1
- Is project alive? HOT 4
- change the instrument pair format from 'aaabbb' to 'aaa_bbb'
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from qsforex.