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current capabilities of algoquant – questions

Home 21090308 Forums Applications Trading Strategies (Algo Quant) current capabilities of algoquant – questions

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  • #1923
    yping99
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    I am impressed with your design philosophy and white papers. I was wondering if you could answer the following about your .2 version:

    1) Roughly how many ticks per second -per modern core- can be consumed during backtesting for the simplest strategy that virtually never triggers (so no expensive transactions taking place) such as buy when the spread 2 levels deep exists and is 10% wide ?
    2) Am I correct from looking at the code that it will use/store milliseconds but not microseconds ?

    Can you share some features coming in future algoquant versions even if you cant specify the time ?

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