Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 10/29/2004(UTC)
Posts: 32
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Respected Members,
I have Real Time Data in TICK form.
How can I system test these tick form RT data in 1minute, 3minute and 5 minute time period.
I try to convert this tick data into 1/3/5 minutes through Downloader, but didn`t get success.
Please guide me.
(moneypick)
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Rank: Member
Groups: Registered, Registered Users
Joined: 2/22/2006(UTC)
Posts: 13
Location: Salt Lake City, UT
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The Downloader is only able to download Daily Data. Even though there is a option for intraday. You will have to use Data on Demand for your system tests.
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Rank: Advanced Member
Groups: Registered, Registered Users, Unverified Users
Joined: 9/13/2004(UTC)
Posts: 673
Location: Salt Lake City, UT
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To clarify you cannot download the data intraday with the DownLoader, but you can convert the data. However, the End-of-Day version of MetaStock will not be able to see any intra-day file. You would need to use the MetaStock Professional version to back-test this data.
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 10/29/2004(UTC)
Posts: 32
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Dear Pyradius,
I have 8.0 pro version. It display intraday file at any time period 1,3,9 minute,.....
But I want to test my buy & sell condition on 1,3,5 time interval to know which is the best period of daytrading with my buy & sell condition.
Regards,
(moneypick)
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Rank: Advanced Member
Groups: Registered, Registered Users, Unverified Users
Joined: 9/13/2004(UTC)
Posts: 673
Location: Salt Lake City, UT
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I think I understand what you are saying. Within the System Tester however, converting the data should not be necessary. You can always compress from a lower time frame into a higher time frame. When you go to Add Securities you can change the Periodicity box from "Current" or "Tick" to something else.
If you still wanted to actually "convert" the data, the best way to do this would be to open a 1-minute or 5-minute chart of your tick data, then right click on the price bars and choose Copy. You can then paste this into a new data sheet or Excel, etc.
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 10/29/2004(UTC)
Posts: 32
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Dear Pyradius,
Thanks for your response.
When I add securities the Periodicity box is not highlighted or editable, therefore I could not change the "tick" to something else.
Your second method reg. copy data from chart is very good, but this is very time consuming method, I have 150 securities in my watchlist. BTW thanks for your help.
If there is any other utility or trick to change Tick data in other timeframe, tell me.
Regards,
(moneypick)
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Rank: Advanced Member
Groups: Registered, Registered Users, Unverified Users
Joined: 9/13/2004(UTC)
Posts: 673
Location: Salt Lake City, UT
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Moneypick,
It does appear that this was a bug in 8.0, and was mostly resolved in 8.01 (Tick, 1-minute, 5-minute should be compressable, but higher time intervals were not fixed until 9.0).
Since your data is in Tick format, 8.01 should resolve the issue for you. 8.01 is a free update to any registered 8.0 user. You can contact your local reseller of MetaStock or Equis International if you purchased from us directly, or if your reseller registered you with Equis.
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 8/16/2005(UTC)
Posts: 182
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Hi Pyradius,
I have MS Pro 9.0. If I want to test certain systems under different timeframes other than 1 min, say in 5-min, 10-min, 15-min, 60-min, etc. How can I do it?
Like Moneypick has asked, I would like to know a system may work best in certain timeframe.
Well, a system may work well on 15-min or 60-min timeframes, but shows poor result in 1-min testing as the 1-min timeframe may be too "volatile" to test on..... you know what I mean.....
Regards,
sa
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 10/29/2004(UTC)
Posts: 32
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Once again I requested to all SENIOR MEMBERS to look in the matter and guide us solve the problem mentioned in the thread by me & spaceant.
Regards,
(moneypick)
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