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Importing data from Tradestation

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Pep Riu

Subscriber, bbp_participant, 0 replies.

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5 years ago #237487

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 $

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tomas262

Administrator, sq-ultimate, 2 replies.

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5 years ago #237493

Hello,

for the CME Lean Hogs futures contract set

pip step = pip size = 0.025

point value = 400

Hope that helps

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