add tick data series

[gileper]

Hi

I wonder if the following is true:

1) adding a second series with periodType=1 tick is better for backtesting a 1min strategy. I send the order to the series 1 and return from onbarupdate if barsinprogress!=0.
In backtesting the difference is huge given tiny trailstop (2ticks) and 1-10 min timeframe.

2) In real time the two strategies ( one with the secondary series as below and one strat. with no secondary series of one tick) should behave the same ( i guess yes)

3)I see that my subscription to Kinetick allows to get tick data for ES from the 27/05/2012.
I see that in the export data menu of NT. Is there a way to get tick based data for 3/4 yrs?

Best
g.

[NinjaTrader_Bertrand]

Hi gileper,

correct adding granularity would help here providing a more accurate picture of your tight trailstop would have filled 'intrabar' - I would expect the realtime results to be very close together, since it's the fills you're after.

Kinetick would offer tick data up to 120 days back (downloadable out of regular market hours) - for longer history you could for example check with the exchanges directly or dedicated historical data provider like tickdata.com

[gileper]

Thanks!
I would have another question: if I set a trailstop in Initialize() in Tick, and calculate on bar update is true, then the trailstop will be amended every unit of the time frame.. Isnt it?
If I set calculate on bar close =false then the trail will be updated on each incoming tick? Correct.

Is there any difference in setting the trailstop in Initialize() or in OnBarUpdate if the CalculationMode is tick?

thanks

[NinjaTrader_Bertrand]

You would only need to set in OnBarUpdate() if you would with to dynamically change the trail amount, so for example you may start with a trailing stop of 20 ticks and then after your first target is filled you wish to tighten this up to 10, this would be done here then.

If you wish to keep a static trail stop amount, work with it in Initialize().

The trail stop is amended a real working order (unless simulated) and amended on tick by tick basis (which is not dependent upon your CalculateOnBarClose setting).