there's not any point to build OHLC for bid and then ask, just use the mid. If you would like to be as realistic as possible (real market prices) then utilize the tick info. Clearly that is quite...
Type: Posts; : Deimtt62
there's not any point to build OHLC for bid and then ask, just use the mid. If you would like to be as realistic as possible (real market prices) then utilize the tick info. Clearly that is quite...
When analyzing your egies are you going to utilize the tick data or the 1 min bars or both?
Just wandering.