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  • #112188 |
    Administrator
    3079 Posts

    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

    #124646
    Customer
    383 Posts

    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

    #127078
    Customer
    85 Posts

    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?

    #127133
    Administrator
    3079 Posts

    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

    #129733
    Customer
    75 Posts

    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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    #129734
    Customer
    75 Posts

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

    #129739
    Administrator
    3079 Posts

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

    Mark
    StrategyQuant architect

    #129753
    Customer
    75 Posts

    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.

    #129764
    Administrator
    3079 Posts

    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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