Not logged in
Viewing 2 posts - 1 through 2 (of 2 total)

Forums>StrategyQuant>Application Support>Importing data from Tradestation

  • #237487 |
    Participant
    1 Posts

    Good Morning,
    I am having problems importing data from Tradestation.
    I can not correctly configure the instrument in StrategyQuant.
    I hope you can help me.
    I’m trying to import the data from the Lean Hogs Future (LH)
    In Tradestation the configuration is as follows:
    Price Scale: 0.001
    Min Move: 25
    Big Point Value: 400
    I have translated it into Strategy Quant as:
    Point Value: 400
    Pip / Tick step: (PriceScale * MinMove) 0.025
    Pip / Tick Size: (PriceScale * MinMove * BigPointValue): 10
    but it is not correct, since then in the Trade List of the strategies, if you buy in 116,400 and sell in 116,625 (diference 0.225 or 9 ticks), I should win 90 $ and only show that I wing won 9 $

    #237493
    tomas262
    Administrator
    1826 Posts

    Hello,

    for the CME Lean Hogs futures contract set

    pip step = pip size = 0.025

    point value = 400

    Hope that helps

Viewing 2 posts - 1 through 2 (of 2 total)

You must be logged in to reply to this topic.