Friday, October 07, 2005

Using Minute files

Using Tickfiles to backtest gives very accurate results, but it is sure time-consuming due to the large number of ticks/day. I’m currently just backtesting Euro, but the ES files are 10 times bigger, meaning it takes a lot longer to process these files.

So I’m thinking about adding support for minute files to the backtesting module.

If you are interested, let me know, what formats should be supported. The files will have to be Ascii-files and if I receive no further input, I will use the Ensign format, as this is what I have easily accessible.