Ask MarketSeries, MarketDepth series, Multi symbol backtesting and Tick Tf's
Ask MarketSeries, MarketDepth series, Multi symbol backtesting and Tick Tf's
16 Apr 2016, 22:02
Hi dear Spotware team I want to politely suggest you the following three things
1. a TimeSeries as MarketSeries.Close But containing the Ask price due to is necessary to achieve better and accurate results in the the analysis.
2. Allow backtesting with MarketData.GetSeries() to be able to make multi symbol backtesting
3. add to the timeframes interface the Tick Timframes to be able to get series in such timeframes using MarketData.GetSeries(Symbol, Timeframe.Tick10(for Example))
4. Normally cbots developers requires the market depth to develope trading strategies what is not actuallly available historically so is not possible to do analysis over the past data
this considerations must be taken as suggestions to increase the amount of people trading and working on cAlgo plattform, please notice that is that if it's not possible to solve so I kindly ask you to allow us to have an answer at least.
thank you.
Spotware
19 Apr 2016, 16:35
Dear Trader,
Thank you for your suggestions. We will consider them. Additionally, you can post your ideas/suggestions to http://vote.spotware.com/
@Spotware