Hi Mark & Team,
Could you please provide the required Java SQX snippet so that a file containing datetimes and values can be read as a custom building block / signal in SQX?
This to me would be very useful to include external timeseries values into the strategy generation process.
The custom code would load and parse the file on startup and then lookup the nearest previous value based on the timestamps and return this value.
That way we can start feeding in external time based values into the strategies, be they things like Vix, or retail sentiments or whatever.
This would be a good feature request. Please add this to our roadmap so others can upvote this as well https://roadmap.strategyquant.com/projects/sq4/tasks/new
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