#help

2 posts / 0 new
Last post
joshdawson
Last seen: 8 months 5 days ago
Joined: 04/14/2015 - 12:25
Comparing two values

Hello,
I would like to look at Symbol Tick ( the internals) and build a back test around the value and buy 1 contract on ES once a set of parameters were meet.

Pseudo Code
Synbol Es
IF(TICK >= 0) and (1min CL <= IBL)
Buy 1 contract

IF (TICK >= 0) AND (POS_STATE =1) AND 1min (HIGH >= IBH)
Exit All

How do I access the symbol TICK in IRL while executing off of the ES?

3 posts / 0 new
Last post
joshdawson
Last seen: 8 months 5 days ago
Joined: 04/14/2015 - 12:25
Data Playback

Hello,
I am attempting to play back the last 100 days.
I am attempting to do so on a 2 tick Renko
I have tried on two symbols
@ES#
and ESU2

I can get the tick data loaded, but when I go to replay the data, it is extremely choppy and not fluent. You cannot use the dom at all bc it sits on 1 price and then jumps up 10 handles. I am running at playback speed 10 seconds.

When I move the time frame to <10days or less then the dom and chart act normal and is fluent and you can sim trade etc on it.

1 post / 0 new
joshdawson
Last seen: 8 months 5 days ago
Joined: 04/14/2015 - 12:25
Making a Model in IRT

Hello,
I would like to build a Multiple Variable Linear regression model.
I would like to use the model to take the top indexes in the world, NK, HK, CAC40, DAX.,YM ,Russ,NQ and use these variables to forecast, the movement of the ES. If the move will be up or down, based on the position of the other indexes.