Would having .t6 files improve test speed?

Posted By: izorro

Would having .t6 files improve test speed? - 09/13/23 14:53

I only have .t1 files for the assets I am trading. I will use them when i am working on short timeframe strategies.

But when i want to test strategies where bar period is above 60, would having .t6 (1M OHLC) files of the assets improve the speed of testing? Is having both a good idea/bad idea?
Posted By: Grant

Re: Would having .t6 files improve test speed? - 09/13/23 16:12

A T6 file contains much less ticks, so it's obvious that the processing speed is much faster. They're still pretty accurate when you use 'set(TICKS)', but this also depends on your trading strategy. For a HFT-like strategy I would always suggest a T1 data set.
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