Best way to Sim trade using IQFeed

AntiMatter · Postby **AntiMatter** » 14 Dec 2014

I'm using IQFeed as datafeed and IB to trade. I want to replay market data, and make simulation trades which are locally simulated. However, it appears that for a rythmic local-sim account, I need to be subscribed to this datafeed! How do I go about locally simulating trades?

Andrew MultiCharts · Postby **Andrew MultiCharts** » 15 Dec 2014

Hello AntiMatter,

I want to replay market data, and make simulation trades which are locally simulated.

It is not possible to do this if you are talking about manual trading. It is possible only for strategy trading.

However, it appears that for a rythmic local-sim account, I need to be subscribed to this datafeed!

That is correct, the only local simulation is possible if you have Rithmic data feed. Please note that it is for real-time only (not for market data playback).

How do I go about locally simulating trades?

I believe you are confusing some things.

There is no general tool for local simulation for trading (both automatically and manually) in MC. The only exception is Rithmic Local Sium broker profile, but it requires Rithmic data subscription to operate.
Market Data Playback is for historical automated trading only (backtesting).
If you want to place trades manually when you replay historical data, it is not yet possible in MC (even with Rithmic Local Sim those trades would be executed at real-time prices, not at historical prices on the chart).

JoshM · Postby **JoshM** » 16 Dec 2014

I want to replay market data, and make simulation trades which are locally simulated.
It is not possible to do this if you are talking about manual trading. It is possible only for strategy trading.

Uhm, I think it can be done Andrew.

Manual trades can be simulated through a trading strategy that is run on replayed market data. You just need to process mouse clicks on the chart such that these submit the buy and sell orders, and then use the Strategy Performance Report to see how you would have performed trading on sim data.

A basic example of that is:

Those three trades were placed through the code, but after I clicked on the chart with either the Control or Shift key.

The code is:

Code: Select all


[ProcessMouseEvents = true];

[IntrabarOrderGeneration = true];



if (LastBarOnChart_s = false) then

	#return;





// Enter long positions

if (MarketPosition(0) = 0) then begin



	if (MouseClickCtrlPressed = true) then

		Buy ("EL Click") 1 contract next bar at market;



end;



// Exit long positions

if (MarketPosition(0) > 0) then begin



	if (MouseClickShiftPressed = true) then 

		Sell ("XS Click") 1 contract next bar at market;



end;

We can easily expand this example to whatever you had in mind to simtrade on IQFeed, AntiMatter, by for example adding limit orders based on the click location or the short side of things.

AntiMatter · Postby **AntiMatter** » 16 Dec 2014

Haha, very smart indeed!

monexx · Postby **monexx** » 17 Dec 2014

If someone has done such a tool with all the features of manual trading
and easy to operate
so it would be almost solved most requested feature request

Andrew MultiCharts · Postby **Andrew MultiCharts** » 17 Dec 2014

Uhm, I think it can be done Andrew.

Manual trades can be simulated through a trading strategy that is run on replayed market data...

Haha, very smart indeed!

Yes, i agree, however in my opinion (based on my knoledge how MC is built and my experience) any trade that is generated by EL code is a "strategy trade". Though i have to admit, the idea is brilliant!

Best way to Sim trade using IQFeed

Best way to Sim trade using IQFeed

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Re: Best way to Sim trade using IQFeed

Re: Best way to Sim trade using IQFeed

Re: Best way to Sim trade using IQFeed

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