Hi,
You cannot use tick-by-tick data in ProOrder because it is not time-based like timeframes with fixed time intervals…
However, this doesn’t have to be a limitation, as you can use MTF (Multiple Time Frames)…
This allows your main code to run on, for example, a 10-minute timeframe, while your order management can operate on a lower timeframe, such as 1 minute or even 1 second…
The downside of this MTF approach is that the available historical data is limited by the lowest timeframe…
For instance, when using a 1-second timeframe, the historical data is usually restricted to only a few days or weeks…
This can be a limitation when backtesting a system…
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