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Questions about building futures strategies

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DeepL

Customer, bbp_participant, 10 replies.

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3 years ago #259484

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?

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DeepL

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3 years ago #259485

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tomas262

Administrator, sq-ultimate, 2 replies.

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3 years ago #259502

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

 

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DeepL

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3 years ago #259505

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

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tomas262

Administrator, sq-ultimate, 2 replies.

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3 years ago #259506

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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DeepL

Customer, bbp_participant, 10 replies.

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3 years ago #259510

Ok, thank you very much

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Daniel

Customer, bbp_participant, community, 36 replies.

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3 years ago #266816

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?

DP

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