j*******a
发帖数: 101 | 1 1）每个tick里面有只有bid和ask，但是我下载的fx历史数据中，有high, low, close
等，这些成交价是如何得来的？
2）如果我现在要得到特定历史数据的chat图像，什么软件可以？我找了很多软件都要
钱，而且是看live chart，对给定的历史数据貌似不行。请教大家一下。
多谢！ | k*****n
发帖数: 117 | 2 1)
mid = (bid + ask)/2
spread = ask - bid
high, low normally comes from highest and lowest mid within a time bar.
If you are serious about backtesting your strategies, spread is very
important, which seems not included in your downloaded data.
2) in excel, there is a ochl bar plot function
if data amount is large, matlab is preferred. | j*******a
发帖数: 101 | |
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