Okay, very cool. Your documentation answered how you handle calculations across arrays and such. very, very clever. One question. Does it support tick data? And intrabar historical testing or orders and fills? In other words, if I have a 10 minute bar system but want to trade intra bar and so the strategy needs high, low, and close updated with each tick and an event fired per tick for the strategy to ack, how can you do that array based? That seems to require looping through the tick data and update the current bar data, then call tick events on strategies before handling the next tick which will update high, low, close again. That's especially true for testing algorithmic trading. In a similar scenario which doesn't require events per tick but only for order fill events: How does AMI handle when events must fire for strategy to do logic each time an order gets filled intra bar to place or plan for the next order which also may happen intra bar? Obviously, those events need the current H,L,C as of that moment in time rather then the final H, L, C at the end of the bar. FYI, I agree completely about AMI faster for traders who think and can represent their strategy with array based logic or bar data only but rumor has it AMI doesn't support ticks like above. Perhaps you can correct. In short, everyone needs to recognize that different platforms and tools support different types of trade thinking and strategies. There's never a one-size-fits-all for AMI, TS, NJ, TZ, etc. In fact, some successful traders use at least 2 or 3 trading tools. One for quick experiments, one for more accurate historical simulation of live trading and real time, then again another for advanced graphical analysis. Rarely does successful traders use only one tool, it seems. I'll play with AMI demo in a couple weeks. Thanks!
AB fully supports tick data and it can backtest on tick data. You can easily find this information in the manual.