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After many Emails back and forth from Omega tech support
I got this mail (see below).....It can't be done...
What I wanted to do was backtest systems using historical
files of Tick data including: Date, Time, Price and Volume.
The data was from CHIT records that have accurate Volume
information for the trades...
The only way to do this is to use HASHNUMS DLL to read in
the volume data. I have been doing this while waiting for
tech support to work out what their product does...
Unfortunately, Tradestation 4 will load hold enough data. I have
been testing Tradstation 5. However, it runs so slowly with
just 1 month of ticks loaded (takes about 3-4 hours to run a system)
There is either big problems with Tradstaion 5 or the Beta version
is just slow with large amounts of data. The same speed was
incurred with Hashnums removed, so it had no influence.
I have now written a Java program to test the system, it runs the
same file in 30 seconds....(even without a native compiler)
Tests on a Pentium II 350 Mhz computer with 256 Meg Memory
and 6 Gig of hard disk.
------------------------------------------------------------------------------------------------
Kim,
By design the Tick charts plotted from an ASCII file will not plot the
Volume. This option is available with real-time data but the
functionality is not there for use with anything other than Real-time
data. I apologize for the inconvenience and have made a note to the
developers to possibly include this in any new versions of Omega
products.
Thank you for your continued support.
Regards,
Frank Capel
Omega Research, Inc.
Technical Support
techsupp@xxxxxxxxxxxxxxxxx
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