#help

2 posts / 0 new
Last post
joshdawson
Last seen: 1 year 11 months 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: 1 year 11 months 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.