[amibroker] backtest with tick data

["david_w_t" <davidwt@xxxxxxx>]

I wish to know if anyone has actually imported/used tick data 
(timestamp, bid, ask<, volume> data) for backtesting purposes.  If so, 
can you give a brief description of how it went? difficulties?

I am not asking about OHLC bar data, so please don't respond about 
that.






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