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No, you need two dataseries (ie: 1 tick or 1 range, 1 minute, whatever is "good enough" for you) plus the desired dataseries, then submit all orders to the smaller time frame. But that is really off topic for this thread.
Even then, things are not perfect because with COBC false Close[1] is needed to get the close of prior bar after FirstTickOfBar, whereas it would require different code for the multiple dataseries work-around for backtesting.
Thanks again for the info Mike. I'm thinking I will try Mirus because it sounds like their 24hour service is quite good. I have been in contact with a Dorman rep by email. He quoted me the same the margins. I'm wondering if there is a customer service advantage of dealing with Mirus in the middle?
Hi Mike, sorry for the barrage of questions and also for hijacking the AMP/MIRUS discussion forum, but you have brought up something I'm trying to figure out.
I've been using MT4 up until now. The platform doesn't offer tick charting so I had been using an indicator program to record the ticks coming from the broker. The problem was as soon as I shut down my pc, often not by choice as where I live the power regularly goes out, when getting back online after some period of time there was no way to get the missing data as the MT4 brokers don't provide tick data. With NT7 on Zen trading CME products, if I was offline for an hour or two, say, upon rebooting would I be able to download the tick data from NT7 immediately and continue trading or is there a long process in getting the backfill?
Yes, it's possible, the historical ticks are stored on Ninja servers (AFAIK...), so you can have the correct tick based chart, and process of reloading is quite fast.
But is it serious to trade regular power issues ?
That's another question...
Thanks a lot for the info Sam028. The power, yes the power, I'm out in the country right now, quite rural and open. We get a lot of thunder and lightning this time of year as we go into summer. The thunder and lightning comes quick out here and can knock out power for a minute or a few hours at least once per week from now till end of summer, the local hydro company is weak weak weak, but there is generally ample warning. And sometimes I just like the sound of shutting down the PC That's great to hear that it's a quick fix to get the charts up and ready. Thanks a lot for the info!
Sam is quite right, NinjaTrader themselves maintain the historical data server for Zen Fire. If you use a platform other than NT and still use Zen Fire, you won't have this feature. Zen Fire goes hand in hand with NinjaTrader, it's a "must" really if you trade futures. Now you may also wish to add IQFeed to that if you need accurate bid/ask or if you trade stocks.
Since we have almost 5000 members on the futures.io (formerly BMT) forum now, maybe you can shoot an email to Mirus and IQfeed and ask them for special discount on commissions or maybe some other privilage for the futures.io (formerly BMT) members or if you want just for the Elite members!
Maybe at least you can select a broker at Mirus and all futures.io (formerly BMT) members deal with him/her. This way we get the best service given the amount of business that we will give to that broker from futures.io (formerly BMT).
That's quite excellent. I spoke with a rep at Mirus but the Dorman guy got back to me quicker so I'll run the demo with Dorman if they can provide a demo of NT7 on ZF, still waiting to hear about that as the generic demo is still 6.5.
I can't wait to get into that historical data, though I am cautiously optimistic regarding so many stability issues I've been reading about, but supposing that goes with the territory, I'm ready for the periodic crash. It will be worth all the awesome functionality that it promises. Can't wait to get it running! I learned technical analysis on MT4 and once I got into tick charting it just couldn't do the computing I was asking it to do. I'm really looking forward to expanding my horizons beyond the Euro and doing some charting in CL and the Dow. CL looks like it has some really nice flowing cycles, can't wait to start playing around with the charts!
I also just switched from Dorman to RCG. The RCG web login was a nice extra but I discovered you can't trade the FTSE futures through Dorman. My orders got rejected using Dorman.