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Forums>StrategyQuant>Application Support>Questions about building futures strategies

  • #259484 |
    Customer
    10 Posts

    I have downloaded the ES data(E-mini S&P 500 futures ) from the SQ Futures Data. Am I need to setup the session before I use to build the strategies? If it is needed, what is the setting?

    #259485
    Customer
    10 Posts

    #259502
    tomas262
    Administrator
    1827 Posts

    Hello,

    the session can be set for your futures trading to respect US stock market trading hours. Nowadays ES trades 23 hour a day while respecting Asia session, EU session situation and other economical news when the US stock market is closed so there are opportunities and there are days in these days when most of the index futures market move happens during EU morning.

    You can surely trade with or without using session whatever works better for you

    If the session is used it can be set like 8.30 – 15.00 each day (exchange time) otherwise market trades from 17:00 previous day to 16:00 next day (no session)

    NOTE: if you set session times then only data from between those times are used to build strategies

     

    #259505
    Customer
    10 Posts

    Will it affect the formation of candlesticks, make it different from Multicharts?

    #259506
    tomas262
    Administrator
    1827 Posts

    Yes, when session is set to 8.30 – 15.00 you see only candles from between those times in both SQX and MultiCharts … its made to be the same in both platforms

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    #259510
    Customer
    10 Posts

    Ok, thank you very much

    #266816
    Customer
    45 Posts

    otherwise market trades from 17:00 previous day to 16:00 next day (no session)

     

    It means that if I do not set sessions then strategyquant will never open a new trade between 16:00 and 17:00?

    • This reply was modified 8 months, 3 weeks ago by geffect.

    DP

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