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Direct MessagesDate/Time: Thu, 02 May 2024 19:03:46 +0000
Quality of intraday data
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| [2017-01-30 20:06:23] |
| User514837 - Posts: 47 |
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I have been backtesting strategies with the accurate backtesting method and one thing that came to mind is how accurate or good is the tick data that Sierra offers. IQFeed or other services for instance charge for intraday futures (tick) data up to 180 days past, while in Sierra charts you can go further back than that. These services charge for data a LOT more than what you can do with Sierra, which is basically just the monthly payment for the platform if you want historical data. This is why this question came to mind, since there is a huge difference in price between the 2. Sierra, could you please clarify if on accurate backtesting you are using actual intraday tick data, and if you know what difference there might be in data provided by other services that basically only offer the data at these high prices? Also if your data 180 days and further back is also reliable? Date Time Of Last Edit: 2017-01-30 20:07:12
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| [2017-01-30 20:36:04] |
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If tick by tick data is available for the particular symbol you are back testing, then it is accurate and complete no matter how far back it is. The other services are charging more money. This is all. What specific symbol are you doing back testing with? Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2017-01-30 20:52:20] |
| User514837 - Posts: 47 |
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Indices, ES, YM, NQ, etc. I've also backtested 6j some times, and I make the contracts continuous, date-rule back adjusted.
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| [2017-01-31 02:05:58] |
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There is at least five years of complete tick by tick history for these symbols.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2017-01-31 02:06:21
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