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Forums>StrategyQuant>General Discussion>Importing Range Bars From TS not working

  • #255578 |
    sbecm
    Customer
    27 Posts

    Hello

    Is there a special way range bars are imported into SQ from TradeStation or are they not supported ?

    Everytime i try i get an error and cant use them.

     

    #255579
    Customer
    399 Posts

    Never tried that but if data formate is OHLC it should work if time stamp formate is okey which it is probably not.

    #255583
    Customer
    399 Posts

    Allthought i already tried all exotic bar variants using SQ3. It did not give better looking strategies. Plus in the end You realize you cant trust the results so it is in my experiance a waste of time but can it be helpful when manual trading since the bars is smooting the price action.

    #255588
    Customer
    337 Posts

    i agree with mabi

    you will get different strategies, but they will not be better than time based ones

    there is nothing like – range/renko/whatever bars will remove the noise, will lower the false breakouts, etc. this is nonsense

    and without 100% support of these bars there is too much work and not an easy way how to trade those bars in MT

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #255609
    tomas262
    Administrator
    1180 Posts

    Hello,

    you can basically import any OHLC you have. If you are having error when importing the data there must be a wrong format mask set. If you provide the data sample we can test

    #255615
    Customer
    57 Posts

    The only effective way to do anything non-time based IMO is if the SQ team made custom bars that worked on all platforms. Its the only way we can get accurate data.

    You can vote on the feature request here if you want https://roadmap.strategyquant.com/tasks/sq4_5479

    range/renko/whatever bars will remove the noise, will lower the false breakouts, etc. this is nonsense

    I would say I have to disagree with the sentiment these bars can’t remove noise. It’s impossible to remove all the noise but I believe that non-time based bars remove a degree of noise depending on bar formation you’re speaking of. I went into detail about how to build the bars properly in the feature request.

    and without 100% support of these bars there is too much work and not an easy way how to trade those bars in MT

    This is definitely true. We need the support built into SQX and provided as a tool to use with the patforms the strategies are traded on.

    #255616
    Customer
    337 Posts

    removing the noise could be only overoptimisation of the bars itself by their size

    but what barsize i should use – 10 pips, 100 pips, for every market the same or differently – i am adding new parameter to trading, dont like this approach

    1) i need to use tickdata to prepare the bars – how to connect the newer data to older ones? – very difficult to solve

    2) i need to use some 3rd party EAs or indis to create those bars, i need to decide the barsize, how? what i will use as lower/higher TF robustnest test? another barsizes, another data?

    3) i couldnot use timeranges, exit firdays etc.

    4) and final problem – how to trade those strategies? every strategy will need 2 separate windows – one with bars creation EA and second with strategy itself and we know from the past and from my manual trading, that redrawing of bars slows things down

    my easy conclusion – if you arent profitable with time based strats and dont want only to spend lifetime of trying, dont even think to try trading range/renko, whatever barsize are

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #255868
    sbecm
    Customer
    27 Posts

    Thanks for replies, here is the error i get.

    Build Error

     

    Here are the steps i take to add Data:

    Step 1:

     

    Step 2

    Step 2

     

    Step 3

    Step 3

     

    *** in the pic Step 1 – i have the timestamp set as Metatrader but i checked and it was correctly set as Tradestation.

     

    I’ve also added the 6 month data

    Attachments:
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    #256111
    tomas262
    Administrator
    1180 Posts

    Hello,

    it works for me well. I mean when the ‘default’ or ‘market’ pre-configuration is used it generates many strategies easily. Do you use any special config? You can save and attach and I will test

    #256112
    sbecm
    Customer
    27 Posts

    I’m going crazy trying to fix this.

    I reinstalled SQ4.

    I used both Default and market build templates.

    I still get the exact same error.

     

    02:05:39 Error while running project ‘Builder’. com.strategyquant.datalib.data.DataException: No BarType was found for timeframe ‘Intraday’ and barTimeType ‘2’ ! at com.strategyquant.datalib.bartype.BarTypeFactory._getBarType(Unknown Source) at com.strategyquant.datalib.bartype.BarTypeFactory.getBarType(Unknown Source) at com.strategyquant….

    02:05:39 Initializing backtest data…

     

    Error while running project ‘Builder’.
    No BarType was found for timeframe ‘Intraday’ and barTimeType ‘2’ !

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