N-Tick bars with Zorro free version

Posted By: webradio

N-Tick bars with Zorro free version - 09/04/16 17:27

I'd like to experiment with N-Tick bars (when fixed number of ticks, e.g. 1000, are agregated into a bar, as opposed to time based bars). Only training and testing so far, no trading. Which implementation ways are feasible and which one is better? Zorro free instead of S would be preferred. Preservance of variable spread would be an advantage, too.

1a) Generate by external means .t6 files and place them into History folder.
Create e.g. 1000-tick bars already during the .t6 file generation.
Or, in order to be able to test with different tick counts, use 100-tick bars when generating .t6 files and, in Zorro, use the user-supplied bar() function to aggregate them further into 1000- or whatever tick count bars.
Is an irregular (and sometimes less than 1 minute) time interval o.k. for .t6 files? confused Also ok for Zorro free version?

1b) Same as 1a but use .bar format. But that one is superceeded if I understand it right.

2) Generate .t1 files to History folder. Use user-supplied bar() function to generate n-tick bars. T1 requires S, doesn't it?

3) Use Source\FXCMplugin.cpp as a template and create a pseudo-broker plugin. Provide BrokerHistory2() among other obligatory functions. Let Zorro "inhale" and store the T1 history. Sounds again like S version?

I'm aware of trenki2 and pcz posts but still uncertain.
Posted By: jcl

Re: N-Tick bars with Zorro free version - 09/05/16 15:43

An irregular interval is ok, so variant 1a) could possibly work unless there's some problem I haven't thought of. Variant 2) would be the proper solution, but would require Zorro S.
Posted By: webradio

Re: N-Tick bars with Zorro free version - 09/05/16 15:45

that's a good news!
Does v1.46 support .t6 history of do I need to move on to the current beta?
Posted By: jcl

Re: N-Tick bars with Zorro free version - 09/05/16 15:47

You need the beta for .t6.
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