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.
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