tick based backtest help MC C#

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Updated June 28, 2016

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tick based backtest help MC C#

shark505 · 2016-06-28T21:53:44-04:00

I'm trying to do is this. I have a 5min bar chart and I watch the trades on bid/ask i.e. look at the bar footprint. Then based on some criteria I make a trade, not on bar close but intrabar. I would like to code and back test this strategy. I can't figure out how to do this with MC, am using CQG/Multichart.Net Special Ed 9.1. Can someone help? Thanks

June 28th, 2016, 09:53 PM	#1 (permalink)
shark505 Chicago + IL/USA Posts: 23 since Aug 2012 Thanks Given: 3 Thanks Received: 3	I'm trying to do is this. I have a 5min bar chart and I watch the trades on bid/ask i.e. look at the bar footprint. Then based on some criteria I make a trade, not on bar close but intrabar. I would like to code and back test this strategy. I can't figure out how to do this with MC, am using CQG/Multichart.Net Special Ed 9.1. Can someone help? Thanks