Tick history and Ctrade

[Nonciazzecco]

Hi, I am trying to seelect my new forex platform. Long (5+yr) back testing and optimization are a key features in this process. cAlgo has recently added support to externa data in CSV formated file. Unfortunately I am not able to proper format TH data in order to let CAlgo Digest it.

The original thread on cAlgo is the following: http://ctdn.com/forum/whats-new/1931

Thank you for your Help

[tickstory]

Hi ,

The posts don't seem to have specified the format for the tick data. If it is expecting the format outlined below:

Date
Time
Open Price
High Price
Low Price
Close Price
Volume (Integer only)
Example:

2003.06.18,16:01,1.11423,1.11428,1.11332,1.11374,19
2003.06.18,16:02,1.11364,1.11436,1.11361,1.11405,7
2003.06.18,16:03,1.11402,1.11455,1.11400,1.11440,5
2003.06.18,16:04,1.11446,1.11461,1.11401,1.11447,14

Then try this custom format while ensuring you have specified the "Tick" timeframe in the File Export dialog box:

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{BarBeginTime:yyyy.MM.dd},{BarBeginTime:HH:mm},{BidPrice},{BidPrice},{BidPrice},{BidPrice},{Volume:F0}

If the tick data requires the 'seconds' component in the time specification, then you can simply add the seconds like so:

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{BarBeginTime:yyyy.MM.dd},{BarBeginTime:HH:mm:ss},{BidPrice},{BidPrice},{BidPrice},{BidPrice},{Volume:F0}

Note how the Bid price is being output as the Open, High, Low and Close. The Volume is being forced to be rounded as an integer through specifying "F0".
More information on this topic is available in the manual.

Hope this helps.

[Nonciazzecco]

Wow, thank you for the fast reply!

accordingly to the cAlgo deveopers they requires: "M1 Bars in csv files (open price)".

Why should I use the tick bar option an dnot the M1 timeframe?

[tickstory]

Hi Nonciazzecco,

Are you attempting to export tick data or M1 data from Tickstory? Depending on this, you will need to select the "Tick" or "1-Minute" time-frame, respectively.

Hope this helps.