Forgot to ask: Who's your intraday historical quote provider?
(I use IQFeed along with PiiTrading's historical quote CDROMs, which go back to 2003)
(I use IQFeed along with PiiTrading's historical quote CDROMs, which go back to 2003)
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300% Annual Return -- Fully Automated
- Thread starter frostengine
- Start date
Quote from frostengine:
The strategy trades based on 1min bars. The strategy is restricted to opening new positions only between 9:35 to 3:00 EST
is there a reason why you're not trading pre-RTH? often, CL and 6E make a lot of their big moves before US mkt opens.
Best of luck on this project, btw.
Ninjatrader is known for unreliable backtesting because in their current database they can't store the historical bid/ask data correctly.
Just my 2cents.
Just my 2cents.
Decided to be aggressive. Running standard strategy on CL, ES, 6E and running new aggressive exit version on NQ
Will update with trade status later today.
Will update with trade status later today.
Had not planned on it as it does a lot of trades and I have another job to do during the day so I am not watching it non-stop...
Hmm..How did you get 10 years of historical 1min quotes? Looks like futures on both esignal and kenetick only go back 2 or 3 years...
Does esignal allow you to export historical data to CSV files? I always thought they were sort of a closed system.
Does esignal allow you to export historical data to CSV files? I always thought they were sort of a closed system.
Quote from jazzguysoca:
Hmm..How did you get 10 years of historical 1min quotes? Looks like futures on both esignal and kenetick only go back 2 or 3 years...
Does esignal allow you to export historical data to CSV files? I always thought they were sort of a closed system.
I have purchased and saved historical data over the years. Been building these systems since 2004. I essentially have 10 years of future data on nearly every US based future contract