Impossibility of automatic trading on tick-by-tick graphs

• 04/23/2018 at 7:06 AM #68962
  Phil TEG

  Hi,

  In 2016 Nicolas wrote that automatic trading on tick-tick graphs was not available YET in ProOrder. I work mainly on 20 ticks graphs for EUR-USD, and have been developing programs with ProBacktest, which are finally rejected when trying to go live with ProOrder! Is there any update on this? Does PRT plan to provide this functionality, and if so when?

  Alternatively, is there a possibility to obtain the number of ticks per canddle, on a 10 seconds graph for example?

  Thank you in advance!!

  

  Phil TEG

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  04/23/2018 at 9:18 AM #68965
  GraHal

  A tick is a price change so I guess you could only get an average value for ticks in 10 seconds anyway?

  Why don’t you backtest on 1 sec then 2 sec then 3 sec etc and then whatever * sec TF gives you the same results / nearest result that got when backtesting on 29 tick TF … that is your nearest average in seconds to 20 ticks for that particular Instrument??

   

  

  GraHal

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  04/23/2018 at 10:03 AM #68966
  Eric

  Its strange that it works with tick-bars in backtest but not in proorder

  but its probably easier said than done?

  

  Eric

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  04/23/2018 at 11:10 AM #68971
  Nicolas

  Eric wrote:

  but its probably easier said than done?

  Indeed!

  To obtain ticks quantity in 10 seconds, you can use the tick by tick chart, make sums of ticks received and reset each 10 seconds.

  

  Nicolas

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  04/23/2018 at 11:37 AM #68972
  Phil TEG

  Thank you for your answer. This is exactly what I am doing now: I can monitor the number of ticks coming as long as I use a tick-by-tick chart. The programming I am doing around that functions in ProBacktest, but I am blocked from going into ProOrder (my screenshot above, “ProOrder demands time-based charts”). Therefore I cannot run ProOrder based on this information…..

  As of today, if one wants to use ProOrder, one can only work with time-based charts, and therefore loose the information about tick activity. 1) Do you know if PRT has plans to allow for ProOrder on tick-charts, and if so when? 2) Alternatively, would you know a way to obtain tick volumes when using a time-based chart? 3) Alternatively again, is there a way to transfer information from a tick-chart to a time-based chart that would be opened simultaneously?

  Best regards

  

  Phil TEG

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  04/23/2018 at 1:39 PM #68992
  Nicolas

  Phil TEG wrote:

  1) Do you know if PRT has plans to allow for ProOrder on tick-charts, and if so when? 2) Alternatively, would you know a way to obtain tick volumes when using a time-based chart? 3) Alternatively again, is there a way to transfer information from a tick-chart to a time-based chart that would be opened simultaneously?

  1/ They are aware that this is a must have, but I don’t have any idea about ETA for this to be implemented.

  2/ No, because variables are reset each tick received, so tick by tick chart is the only way to get the “ticks ratio” the way you want ..

  3/ Not possible sorry 🙁

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  Phil TEG

  

  Nicolas

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