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Importing Range bars from TS – Trouble Shooting

3 replies

sbecm

Customer, bbp_participant, community, 35 replies.

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1 year ago #256129

Hello

I have started a new thread because some people have told me that this is working, but i cant get it to work at all, so im posting the exact steps in a new thread hoping someone can show me what im doing wrong.

I have tried many times.

I have reinstalled StrategyQuant twice.

These are the steps i follow to import range bar data from Tradestation to SQ and then the errors i get.

1. Add Instrument

 

2. Add Symbol

 

3. Import File

 

4. Default Config Used

 

ERRORS:

1.

2.

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tomas262

Administrator, sq-ultimate, 679 replies.

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1 year ago #256146

Hello,

it works for me well, can you please attach the config you are using to build?

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sbecm

Customer, bbp_participant, community, 35 replies.

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1 year ago #256149

Hello Tomas,

Attached is my Build File.

Are you using the tradestation data type when you add a symbol as in step 2 above ?

Because if i use tradestation data type it will not work at all.

I have tried step 2 and added it as a metatrader data type to test, it produces strategies this way, but when tested in tradestation the strategies obviously dont produce the same results as backtest.

I used the attached build config in a new install, only thing i did was add the range bar data type and then test, still failed.

 

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tomas262

Administrator, sq-ultimate, 679 replies.

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1 year ago #256162

There seems to be a problem when the data is imported as “end of bar time (TS, NT)”. When imported as “start of bar” it works good

Developers need to check this but I suppose it should work with both types (start / end)

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