Hello, at the moment I am developing a software which stores data from my data-provider and runs backtests on the data. Now I have to face a choice, which data-format to take and especially how to generate it. I am getting tick-data from my data-provider (history and realtime). I am looking forward to develop a system which trades intraday, but not so frequently, that it is scalping. At the moment I am using OHLC-values based on occured trades. I think this is fine if the backtested symbol trades frequently, but what if the symbol is rarely traded? Because of this issue I think I now will form OHLC-values out of the occured ticks (changes in bid/ask and bid/ask-volume). But how should I form f.e. the open? Should I use the mid-point between bid and ask of the first tick occured in the timeframe as the open? And what about the high/low? Use the lowest bid as low and the highest ask as high? So I am asking you what to do. Is it really the best way to run the backtests with OHLC-values generate from tick-data? Or should I even backtest with the raw tickdata? But then, on which basis should I calculate my indicators? Compress f.e. 200ticks to one tick and use the mid-point? Questions over questions... Best regards and thank you.