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Setting Data in SQX to match Brokers Digits.

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TONY DAVIS

Subscriber, bbp_participant, customer, community, sq-ultimate, 6 replies.

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1 year ago #281053

Hi all, I apologize if this is a basic question but its something I’ve been trying to fix all week.

I have built FX strategies that work great with my broker, but when I try develop strategies for Index CFD’s I have issues with Pip sizes for the strategies. I have found that when I build on SQX and test using their supplied Dukascopy Data and output the source code to MT5 to test on my brokers data the results don’t get close to matching.

I have found that adding an additional 0 to the end of my SL pip values fixes the issue, for example: SQX SL = 100pips, to get my broker tests working I must use 1000pips.

I’m sure that the issue is with the broker digits.
I have checked the data provided by Dukascopy and it appears to be 1 digit data.
SP500 CFD (USA500IDXUSD)
pip/tick size = 1
pip/tick step = 0.1
Default Spread = 4

My Broker lists its SPX500 specifications as a 2 digit Data.
The price on my broker is 4001.61
The spread is 53pips.

Can I modify the dukascopy data in strategyquant to match my brokers data being a 2 digit output or do I have to download and build my strategies using the limited data provided by my broker.

If so what is the process, as I have tried going into the Data Manager and modifying the Instruments Data for USA500IDXUSD from a pip/tick step from 0.1 –> 0.01 hoping that would solve my issues but the outputted files still seem to be the same.
Do I need to delete the data existing and redownload it with the updated pip step of 0.01?

Thanks for your time in reading through this subject.

Regards,

Tony.

 

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tomas262

Administrator, sq-ultimate, 2 replies.

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1 year ago #281075

Hi,

yes, you can basically modify the SQ Dukascopy data setting to match your broker. You can refer to the chart attached

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