Hi,
It seems I am having a few issues with the symbol settings in QM. I’ll step through what I’ve done on my ASCII file for Natural Gas as an example.
Referencing https://www.multicharts.com/trading-sof ... Properties The Price Scale example uses the E-Mini S&P 500 which has 100 cents in the dollar, or put another way, is the number of increments a full point is made of. Assuming my interpretation is correct, Natural gas should have a Price Scale of 1000 as the minimum price increment is $0.001 (ref: http://www.cmegroup.com/trading/energy/ ... tions.html).
The Minimum Move example shows the minimum move as a whole number equating to 100*the smallest price movement (100*change in contract value per tick). The minimum move for Natural Gas would be 100*10=1000 as the minimum price increment is $0.001 per mmBtu and the contract size is 10000 mmBtu ($10 per tick).
Big Point Value unless I am mistaken, is Minimum Move (as described above) multiplied by Price Scale (as described above). This would be 10*1000=10000.
Using the values of 1000 for Price Scale, 1000 for Minimum Move and 10000 for Big Point Value, Multicharts will not even plot the chart. All I get is a flat line. Assuming I had made a mistake with Price scale, I set it at 1/1000. The chart is displayed perfectly, but the after inserting Catscan 4E, the strategy performance report showed an equity curve which didn’t look anything like what it should have.
After quiet a bit of experimentation, using symbol dictionary settings, exchange and ECN settings and trying different custom settings, the closest (which is pretty good) I could get to having the chart display correctly and having an equity curve which resembles that published in the Catscan Manual was the following: Price Scale 1/1000, Minimum Move 1, and Big Point Value of 10000.
After finding that the generic settings (symbol dictionary, exchange and ECN settings) do not work for most, if not all symbols, I have no choice but to use custom settings. I am at a loss to explain how to calculate settings which actually work. Is anyone able to shed any light on this?
Thanks
Splint