I will import ask prices file,
then bid prices file,
I also have minute EURUSD from different datasource (may minute and tick diffferent datasources co-exist or shall I go to the tick data, as they are long the same way and are tick and not minute?)
I will run market replay, I will attach strategy to the 15 M chart drawn hopefully from the tick data (I think market replay cannot work on minute data so it would skip the minute data I got in there too)
the tick data do not include volume and are in fact 1 second data, but I will be importing ask and bid prices, not OHLC data of 1sec timeframe.
after the test, will the results be the same as if I run the market data recorder on the same datafeed and then just tested it as I did in 6.5?
I need only an information about how much I can trust such results compared to reality/market replay data recorded directly from realtime datafeed.
Thank you
N.
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