Level II and time of sales incorporated into trading systems

pkfryer

Active member
243 0
With metastock is it possible to use Level II and T&S data in a trading system you develop? e.g. is it possible to get the average number of bid and asks on the Level II and T&S. There is a strategy I have been looking at that encorporates this information in its decision making process, and I thought it would be interesting to put it into a system for testing.

Does metastock have historic data for Level II and T&S?
 

TheBramble

Legendary member
8,394 1,170
MetaStock does not have any datafeed of its own. Historic or otherwise. And even if your datafeed supplied does provide LII - MS can't handle it.
 

pkfryer

Active member
243 0
oh! I thought metastock had its own database? I recall it saying something about including a CD with historic data going all the way back to the ice age for every single stock ever dreamt of! Is this not correct?

I've signed up for the QCharts + Metastock Pro subscription, but also wanted to do UK stocks which QCharts doesnt do. I think QCharts holds historic T&S.

Perhaps Level II and T&S isn't the sort of thing you could incorporate in a mechanic system anyway.
 
 
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