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Emini strategy for ES, TF, EMD

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Mark Fric

Administrator, sq-ultimate, 3 replies.

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7 years ago #112188

I’m posting new emini strategy I recently found that was mentioned in Strategy Building Process for emini article.

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Mark
StrategyQuant architect

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stearno

Customer, bbp_participant, community, 382 replies.

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7 years ago #124646

Thank you, Mark.  These articles and examples have TRULY helped me, specifically.  It helped me to understand the process to go through.  Appreciate it.

 

-Stearno

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murty

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7 years ago #127078

Hello,

 

I am unable to recreate similar results when I load this strategy.  May be, the settings xml file is for an older version of SQ?  Also, what is the spread and cost per roundtrip used for ES, EMD and TF in the Data Manager in this article?

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Mark Fric

Administrator, sq-ultimate, 3 replies.

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7 years ago #127133

you can load the settings directly from the strategy – when you load the strategy to to Results -> Strategy settings and Apply strategy settings.

 

It will load the last used settings to the program.

 

If you see some differences it could be caused also by the data. Where from do you have your ES, TF, EMD data? Are they in the correct time zone?

Mark
StrategyQuant architect

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toddone46

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6 years ago #129733

I’ve done well getting the data upload for currency pairs but it’s not lining up right when I get data from TradeStation on the ES.  It has to be a data settings error on my part, but I can’t figure it out.  I attached two screenshots and you can see that the profit vs. pips made do not match up right.  I assume a “pip” here is a “point” which on the ES should be $50 each, minus the spread which I have at 1 tick.  But the math isn’t adding up.  Anything thoughts?

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toddone46

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6 years ago #129734

Nevermind…a pip is a tick and a tick $12.50. So with that said, the math does add up. Disregard my question.

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Mark Fric

Administrator, sq-ultimate, 3 replies.

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6 years ago #129739

yes, pip (forex term) is as same as tick for futures.

Mark
StrategyQuant architect

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toddone46

Customer, bbp_participant, community, 75 replies.

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6 years ago #129753

On ES data from Tradestation, is there a way to test with 1 minute (or even tick) precision on a 5min or 15min strategy?  So far I can only get it to use the selected timeframe.

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Mark Fric

Administrator, sq-ultimate, 3 replies.

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6 years ago #129764

no, it uses only Selected timeframe for Tradestation, this is default mode in Tradestation as well.

 

We’ll most probably add minute precision to TS testing in the new version.

Mark
StrategyQuant architect

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C C

Customer, bbp_participant, community, sq-ultimate, 6 replies.

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2 months ago #274329

 

<span style=”color: #202124; font-family: ‘Google Sans’, arial, sans-serif; font-size: 28px; white-space: pre-wrap; background-color: #f8f9fa;”>Hello I can’t download, the link downloads an * .ipb file and not a zip file. Can you restore it? Thanks</span>

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C C

Customer, bbp_participant, community, sq-ultimate, 6 replies.

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2 months ago #274351

Hi Mark
it is not possible to download the zip file, could you restore it? Thanks

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gary yang

Subscriber, bbp_participant, customer, community, 1 replies.

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2 months ago #274399

Is it possible to explain the strategy rules in simple terms. I dun have access to my SQX yet, awaiting support. I accidently updated the SQX.. and i cant seemed to revert back. need help. i am also not sure which version i was last at? 1.22 maybe?

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tomas262

Administrator, sq-ultimate, 809 replies.

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2 months ago #274401

Hi,
I have asked our webmaster to fix the attachment. It is of an older date though so I am not sure if it gonna work.
Nevertheless you can install an older version of SQX using our download section. https://strategyquant.com/download Check the “Previous version” section at the bottom

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