This is an interesting idea. Could you please share a bit more about your strategy and how you would use tick-based charts for your analysis? Understanding your use case will help us better evaluate this feature.
Willy Vila
•
Aug 9, 2025
Hello Serhii and the FTO team. Thank you for your response.
My scalping strategies focus on market microstructure and event-driven execution, with setups based on Wyckoff methodology, Volume Profile, and Order Flow.
The timing of my entries is determined by the actual behavior of that microstructure and order flow, rather than by arbitrary time-based candlestick closes.
In today’s algorithm-driven market environment, a candlestick close is simply an arbitrary snapshot within a fixed timeframe and does not necessarily represent a meaningful market event.
By using tick-based candlesticks instead of fixed timeframes, I could observe microstructure far more accurately. For example:
Identify setups based on real market events such as springs, absorptions, post-breakout tests, failed continuations, etc., which unfold dynamically as the market moves, not at fixed time intervals.
Avoid having crucial information “hidden” inside a single candle period. If you miss the formation process, this context disappears once the candle closes.
Significantly improve R:R and entry timing by acting at the moment the event confirms, rather than after the candle ends.
From experience, I’ve found that waiting for a candle to close often forces me to miss the optimal entry, reducing R:R and positioning me worse relative to the price move. In my current scalping workflow, I act on conditions that often occur within the candle itself—such as absorptions, springs, VWAP recoveries, pivot breakouts, or post-breakout tests—which are all better represented with tick-based candles.
Tick candles close faster or slower depending on market activity, providing a more accurate view of supply/demand interaction. Since your platform already supports tick-by-tick replay, implementing tick-based candles (e.g., 10, 30, 100 ticks) would allow backtesting of event-driven setups without waiting for arbitrary time closes.
In short, tick charts reflect the natural rhythm of the market and its microstructure, making them much more statistically representative than time-based candle closes.
If useful, I can provide side-by-side images comparing the same setup on a time-based chart vs. a tick-based chart to illustrate the added value of this proposal.
Best regards, Guillermo Vila.
Serhii S.
Team•
Aug 11, 2025
Hi Guillermo,
Thank you for your detailed and insightful feedback — we truly appreciate the time you took to explain your workflow and the value of tick-based candles for your strategies.
We’d be grateful if you could share the side-by-side screenshots you mentioned, as they would help us better visualize and evaluate your proposal.
Comments3
Serhii S.
Aug 9, 2025
Hi @User , thanks for the suggestion!
This is an interesting idea. Could you please share a bit more about your strategy and how you would use tick-based charts for your analysis? Understanding your use case will help us better evaluate this feature.
Willy Vila
Aug 9, 2025
Hello Serhii and the FTO team. Thank you for your response.
My scalping strategies focus on market microstructure and event-driven execution, with setups based on Wyckoff methodology, Volume Profile, and Order Flow.
The timing of my entries is determined by the actual behavior of that microstructure and order flow, rather than by arbitrary time-based candlestick closes.
In today’s algorithm-driven market environment, a candlestick close is simply an arbitrary snapshot within a fixed timeframe and does not necessarily represent a meaningful market event.
By using tick-based candlesticks instead of fixed timeframes, I could observe microstructure far more accurately. For example:
Identify setups based on real market events such as springs, absorptions, post-breakout tests, failed continuations, etc., which unfold dynamically as the market moves, not at fixed time intervals.
Avoid having crucial information “hidden” inside a single candle period. If you miss the formation process, this context disappears once the candle closes.
Significantly improve R:R and entry timing by acting at the moment the event confirms, rather than after the candle ends.
From experience, I’ve found that waiting for a candle to close often forces me to miss the optimal entry, reducing R:R and positioning me worse relative to the price move. In my current scalping workflow, I act on conditions that often occur within the candle itself—such as absorptions, springs, VWAP recoveries, pivot breakouts, or post-breakout tests—which are all better represented with tick-based candles.
Tick candles close faster or slower depending on market activity, providing a more accurate view of supply/demand interaction. Since your platform already supports tick-by-tick replay, implementing tick-based candles (e.g., 10, 30, 100 ticks) would allow backtesting of event-driven setups without waiting for arbitrary time closes.
In short, tick charts reflect the natural rhythm of the market and its microstructure, making them much more statistically representative than time-based candle closes.
If useful, I can provide side-by-side images comparing the same setup on a time-based chart vs. a tick-based chart to illustrate the added value of this proposal.
Best regards, Guillermo Vila.
Serhii S.
Aug 11, 2025
Hi Guillermo,
Thank you for your detailed and insightful feedback — we truly appreciate the time you took to explain your workflow and the value of tick-based candles for your strategies.
We’d be grateful if you could share the side-by-side screenshots you mentioned, as they would help us better visualize and evaluate your proposal.