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Strategy Tester TickData Generation

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okx
12
okx  

Hi @all,

does anybody know of a way how to intercept strategy tester's tickdata generation? 

I want to try strategies based on realistic tickdata, and I'm not confident that strategy tester produces them, so what I would like to do is to intercept strategy tester's tickdata generation to do my own tickdata generation instead based on:

a) historical tickdata,

b) alternative tickdata generation algorithms. 

Has anybody done this before? Any ideas?

Thank you very much in advance for any potentially useful hints! :-)

Best regards,

Oliver 

statarb
27
statarb  
okx:

Hi @all,

does anybody know of a way how to intercept strategy tester's tickdata generation? 

I want to try strategies based on realistic tickdata, and I'm not confident that strategy tester produces them, so what I would like to do is to intercept strategy tester's tickdata generation to do my own tickdata generation instead based on:

a) historical tickdata,

b) alternative tickdata generation algorithms. 

Has anybody done this before? Any ideas?

Thank you very much in advance for any potentially useful hints! :-)

Best regards,

Oliver 

I suppose you have to use csv file, but in this case the GUI will be useless I guess since it will not call the main routines.
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