ticks or seconds.

As a hobby I develop algorithms and run them against historical data. I'm a programmer by trade, and I sort of go in and out of this every few weeks or months. I really think my newest algorithm has some potential, and right as I was preparing to test it, I realized something. Everything in my code operates on a per tick basis and not a per second basis. This means the number of seconds in a period varies, and so now I'm a little worried that I might be distorting momentum by having the number of seconds per period fluctuate.

So anyway, here is my question. Should I re-code this simulation to run everything as a set period of seconds and have the number of ticks in a period fluctuate, or should I leave it as it is, where a period is always the same number of ticks, but the total seconds very. What is customary?

I think you should go with what works. The only real issue you may have is if you're dealing in a market which is thinly traded and thereby has large time gaps between trades. In those cases dealing prices (bid/ask) may move even though there are no transactions, which could give you some problems due to price jumps.