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Forums>StrategyQuant>Pre-Sales Questions>Tradestation questions….

  • #269128 | Reply
    Customer
    5 Posts

    -I only trade the ES futures

    1. How exactly does this work?  Once you’ve built a strategy then do you export it out of StrategyQuant into Tradestation for use?  And can you import strategies you’re currently using INTO StrategyQuant for further backtesting, optimization, etc.?

    2.  How accurately do the timeframes matchup with the data between Tradestation and StrategyQuant?  If you create a strategy in Strategy Quant on a 15 Minute Time frame and get good results, then when you transfer it over to Tradestation is it different?  I read some older posts on Reddit that this can be an issue.  Is it still?

    3.  What about Tick Data?  I use Tick data for a few of my strategies.  Do you have Tick Data, and if so, the same question as above – how well does it match up with Tradestation’s data?

    4.  What about Price Series Data and Objects?  Are those advanced features available to access in StrategyQuant?

    Thanks, James

    #269165 Reply
    Customer
    256 Posts

    1. You can export strategy from SQX —> TS .  Not in a vice versa way. However, you can create the strategy in SQX via Algowizard

    2. For SQX is good to use TS 9.5 –> I have no problems with synchronization between SQX and TS.

    3. Currently 1min data resolution is supported.

    4. Yes Price Data Series is supported.

     

    Check out our community discord channel. There is a sub-channel related to trading futures.

    • This reply was modified 4 months, 3 weeks ago by clonex.
    #269198 Reply
    Customer
    5 Posts

    Thanks for your help.

    I have another question…. Do you know if you can create a strategy that uses the ES for trading signals but allows you to trade the @MES/micro instead?  You can do it in Tradestation but it’s a pain, you have to use Order Tickets, etc.

    I know most of the data is the same between @MES and @ES like the Open, High, Close, etc…. but the volume and volume patterns are different.  Creating a strategy that uses Volume on @MES is not the same as creating a strategy using the Volume for @ES.

    Because of the micros lower price I can use more contracts in my strategies….

    Thanks for any help.

    #269199 Reply
    Customer
    793 Posts

    its simple, build your strategy right on MES, or you can retest your ES strategies on MES to see the differences and keep only one that are holding the equity line and “same” results

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

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