FX automated strategies timeframes? IB & NT

Discussion in 'Automated Trading' started by classact, Jul 6, 2011.

What timeframe are your AT strats on?

  1. tick

    1 vote(s)
    33.3%
  2. 1sec

    0 vote(s)
    0.0%
  3. 5sec

    0 vote(s)
    0.0%
  4. 1min

    0 vote(s)
    0.0%
  5. 3min

    1 vote(s)
    33.3%
  6. 5min

    1 vote(s)
    33.3%
  7. hourly

    0 vote(s)
    0.0%
  8. daily

    0 vote(s)
    0.0%
  1. classact

    classact

    I think I may have posted this by accident as a reply to a random thread as I can't find my post in the topic's thread list (sorry, I'm new here). I will rephrase my original question:

    I'm using NT and IB, I believe NT can download historical data on second and above timeframes automatically from IB which is nice. I originally set out to build tick data on all the majors but noticed that a lot of people here are working off more medium-frequency timeframes.

    What are some of the commonly traded timeframes people are trading FX and futures off? I have heard 1min, 5sec, 5 minute and daily.

    For those that are trading on these timeframes:

    1. Are your indicators/strategies operating solely off the end of bar? I would imagine when back testing that is all you have.
    2. Are you signals generated intrabar or only at the bar-close?
    3. For those that are using NT, are you using bid, ask or last trade historical data?

    Thank you for your kind responses and I apologize again if I somehow duplicated the thread.

    -Chris