I've been looking at scalping NQ futures today, and my entries would be determined primarily on minute resolution bars. After I've decided to enter though, the minute resolution doesn't do well at simulating what would happen. When I switch to tick data, things work a lot better, but it's very slow.
One thought I had on how to fix this would be to run in the minute resolution until I'm entering a trade, then switch to ticks. I haven't been able to get dropping in and out of ticks to work though. I get runtime errors when I try.
Anyone have a good way to do this?
Brent Oster
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