There are two new fields in SQX Data Manager that weren’t in SQ3. Those are: ‘Data type’ and ‘Sessions’. Are these fields just for information or do they have an impact on the backtest?
For instance: I trade with MT4, in this case XAUUSD should be a CFD, or even DAX should be a CFD instead of Index. Isn’t it? Don’t we trade with CFD? Anyway, if that’s just for info it’s Ok
The Session field I don’t understand it either. If I take the DAX, there won’t be bars out of its session. Why should I inform to the Data that its session is from one hour to another??
Thanks for your help
“data type” is used only as an informational field. It has no effect on the backtesting engine.
We are finishing support for futures currently which “sessions” are part of. Sessions are meant to “cut” the data into a specific time range. For some markets like US stock index futures it can be handy since each session consists of pre-market and regular trading hours. Some traders are interested only in regular session data.
For the Dax futures there are also multiple stages – Pre-Trading, Regular Trading, Post-Trading which session can be used for (see http://www.eurexchange.com/exchange-en/products/idx/dax/DAX–Futures/17206)
Using the sessions you can specify range to determine daily open, daily close, daily high/low. Indicator values will be affected as well
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