Impossibility to use 1min data to generate longer timeframe strategies. (60mins 10mins) etc…
2 replies
Chris
9 years ago #113553
I have imported 1min historical data for ES.
Seems that to generate strategies on other timeframes than 1min I need to import the data again from a 10, 60 minutes (etc…) file.
SInce Ninjatrader doesn’t export into bigger timeframes, I would need to write my custom code that will parse the 1min file and generate 10 mins (and 60 mins etc…) files.
Also it seems I’d also need to create a duplicate instruments. (the software refused to let me import my 1min data over the already present 30 mins demo data. I had to delete the previous historical data)
That seems a really cumbersome approach.
Are my two assumptions correct?
I have also asked further questions related to historical data in a previous post but it hasn’t been answered.
I have just started the trial and I hope I can get both my messages answered relatively quickly (hopefully before the trial expires)
geektrader
9 years ago #129665
History data for higher timeframes is always generated from lower timeframes. This happens automatically, you don´t have to tell SQ to generate the other timeframes.
Basically all you need to do is to import 1M data for the instrument and upon strategy building or optimization etc., you´ll see that it auto-generates the other timeframe you want to use for the strategy generating process. It looks like this in the log window when you just freshly imported 1M data and start the strategy building process:
Personally I always import 1M from my MT4 and other timeframe generation from this data has worked fine ever since. If SQ refuses to import your 1M data, there must be something wrong with the data, but SQ should also tell you what the problem is and that you can post that here
Chris
9 years ago #129690
Thanks geektrader.
SQ import my Ninjatrader 1M data without issue, but then it’s the only one timeframe I can chose. (drop down only contain one item)
Would be nice if someone from SQ could get me an answer.
PS: I don’t think it’s fair to not have a support email and advise users to post in this forum if this forum isn’t looked at at least on a daily basis.
Ninjatrader team for example usually reply to queries within hours if not less (which means most issues are solved on the same day). They have both a forum and a support email address.
For me to consider purchasing this product I’d need to know that there’s a support available. So far I am very disappointed by the lack of support.
Update 13/04/2015 :
Ironically over the weekend I received an email with following subjet : “With StrategyQuant You Get Also Support”
Update 16/04/2015:
I wrote a post yesterday in the pre-sales section (thinking it will get more attention) asking Mark Fric to please have a look at my post in this section. This morning I can’t see the post anymore, :blink: it must have been deleted. Looks like it might be a matter of time before this post also gets deleted. I will be writing a review of my 2 weeks trial with SQ on BMT and the lack of support will definitely be part of the review.
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