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  • #256385 |
    2 Posts

    Hi there.

    I’m looking into intermarket trading but can’t (yet) find exactly what I want in SQ.

    Is it possible to reference an indicator based on a second data source in SQ?

    For example, the ES and NQ are correlated. Assuming the ES is leading (and NQ lagging), when the 2 markets diverge, trade the NQ with the assumption it will catch up to the ES.

    Below is an example of what the code logic should look like:


    ES close is > ES close 10 bars ago


    NQ close is < NQ close 10 bars ago

    Buy NQ at the open of the next bar

    I’m still learning SQ, so any help or just pointing in the right direction will greatly be appreciated.







    Mark Fric
    1182 Posts

    You can construct strategies like this manually in AlgoWizard – there you can choose the chart each of the conditions will use.


    You can also use multiple charts (symbols or TFs) for your randomly generated blocks, but right now it is not possible to choose that random block 1 will use chart 1 (ES) and random block 2 will use chart 2 (NQ).

    But we are working on it, templates functionality will be greatly enhanced in the new build 127.


    New Build 127 is expected to be released by the end of next month (March 2020).

    StrategyQuant architect

    64 Posts

    Is it possible to back test these multi symbol inter market strategies on MT5?

    Ive produced SQX strategies with 2 or 3 symbols but they always get indicator failed to load errors in the MT5 back test and it shuts down. All the SQX extra indicators work fine on single symbol strategies.

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