Search results

  1. P

    Automating getting short locates

    Hello everyone, I stumbled upon a problem and would appreciate an advise. Background: trading through a prop firm, mostly US stocks, mostly short sale strategies. Using Sterling Trader Pro. Goal: to automate the execution part. Wanted to do that through the ActiveX API. Problem: based on my...
  2. P

    Tickblaze - An Advanced Platform for Quants and Active Traders

    Thank you. I was under impression that it worked this way by design. Also, sent them an email asking "Does IQFeed have any plans on split-adjusting intraday price data?", and here is what they replied: But if you say that they used to resolve such issues, will definitely give it a go
  3. P

    Tickblaze - An Advanced Platform for Quants and Active Traders

    Hello everyone, Would appreciate an advise on using IQFeed data for backtesting in Tickblaze. As far as I am aware, IQFeed split-adjusts daily bars but does not do so for intraday prices. The problem is that, if I run a backtest based on minute prices, and the strategy can hold positions...
  4. P

    Tickblaze - An Advanced Platform for Quants and Active Traders

    Hi @petrz. Thank you very much for so detailed answer. I really appreciate it. Few, comments, if I may: That's what I meant by "adjusting the code for every option" :) That is very valuable insight. I am glad that I didn't have to learn it the hard way :D Oh, I didn't think of that...
  5. P

    Tickblaze - An Advanced Platform for Quants and Active Traders

    Hi @petrz Thank you very much! Your version runs way faster and it taught me many things I didn't know about Tickblaze. By the way, with regards to the two data series setups: 1) Daily bars consisting of minutes where the strategy is invoked on every update 2) Minute bars consisting of minutes...
  6. P

    Tickblaze - An Advanced Platform for Quants and Active Traders

    I would be the most grateful. Please find the exported strategy (simplifed version) attached. With regards to the Data Series settings, that's what has worked for me so far
  7. P

    Tickblaze - An Advanced Platform for Quants and Active Traders

    Hello @Tickblaze. I am trying to code a strategy in your platform and would really appreciate an advise. Here is a simplified logic of the strategy: 1) every day search for stocks which gapped up more than 70%. That is, where today's open is at least 50% higher than yesterday's close 2) If...
Back
Top