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Tick by tick strategy



  • Hello,
    Is it possible to backtested tick by tick , for exemple with footprint strategy ?
    sierrachart+rithmic feed.

    Best,
    Regards



  • In this world almost everything is possible, it is just a matter of money and time. Since you don't reveal your budgets and time available as well as your skills, than it is hard to say if it is possible for you or not.

    Search the forum, several threads on tick data were already discussed.


  • administrators

    SierraChart + Rithmic is supposed to be a high performance solution. The SierraChart developers tout in the documentation about the C++ development, memory footprint and speed and Rithmic is a high speed tick by tick data feed.

    Python will obviously not match the speed of SierraChart's C++.

    Tick by tick trading is in any case possible, unless you calculate rocket trajectories for each tick ...



  • @ab_trader said in Tick by tick strategy:

    In this world almost everything is possible, it is just a matter of money and time. Since you don't reveal your budgets and time available as well as your skills, than it is hard to say if it is possible for you or not.

    Search the forum, several threads on tick data were already discussed.

    Tank you for your reply, my question was whether the tool "Backtester" would allow to backtest at tick by tick.
    regards



  • @backtrader
    Thank you for your reply, my question was whether the tool "Backtester" would allow to backtest at tick by tick.
    regards


  • administrators

    The tool backtrader can backtest tick by tick. But for many people that means using Bid/Ask prices and no, bid/ask is not supported.


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