30 day Free trial - any restrictions ?  [SOLVED]

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syswizard
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30 day Free trial - any restrictions ?  [SOLVED]

Postby syswizard » 03 Feb 2016

Using the free trial, I would like to forward test my systems using an Interactive Brokers paper trading account...with a realtime CME market data subscription.
I would also like to backtest some new strats as well.
Any limitations or issues I should be aware of ?
What length of backtest data is available for CME e-mini futures ? ES,NQ,CL, etc.
1 year, 2 years ?

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Re: 30 day Free trial - any restrictions ?

Postby TJ » 03 Feb 2016

Using the free trial, I would like to forward test my systems using an Interactive Brokers paper trading account...with a realtime CME market data subscription.
I would also like to backtest some new strats as well.
Any limitations or issues I should be aware of ?
What length of backtest data is available for CME e-mini futures ? ES,NQ,CL, etc.
1 year, 2 years ?
As far as my understanding,
the 30 day free trial is a full function MultiCharts.

The only limitation is the 30 days.


You have to check the IB website for back data availability. (daily data? ticks? it depends.)


I thought you are already a paid user of MultiCharts.

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Re: 30 day Free trial - any restrictions ?

Postby syswizard » 04 Feb 2016

Re: historical data......

I thought that Multicharts came with some historical data for back-testing...no ?

If not, then I know that IB's data history feature "throttles" the acquisition of the tick history....so I wonder how long it would take to get 1 year's worth of tick data ?

Perhaps I should just get the historical data from tickdata.com ?
Wow, they have a tremendously large data repository.

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Re: 30 day Free trial - any restrictions ?

Postby JoshM » 04 Feb 2016

I thought that Multicharts came with some historical data for back-testing...no ?
No, unfortunately not. Only some FreeQuotes charts are configured in some example workspaces and (if I recall correctly) some eSignal symbols in the QuoteManager.
If not, then I know that IB's data history feature "throttles" the acquisition of the tick history....so I wonder how long it would take to get 1 year's worth of tick data ?
I don't think this question can be answered because IB doesn't provide tick data, so 1 year of tick data cannot be downloaded from IB. MultiCharts uses 1 second data from IB API's as 'tick' data as far as I know.

Regarding how long it takes to download that data; the historical data limitation are discussed in the IB API docs so if you want you can calculate it.
Perhaps I should just get the historical data from tickdata.com ? Wow, they have a tremendously large data repository.
I have no experience with that provider. But it depends on what kind of tick data (markets, duration) you want?

If you are just looking to test MultiCharts with tick data (as this thread suggests), you can also use an eSignal, IQFeed, or CQG demo and download the tick data with that.

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Re: 30 day Free trial - any restrictions ?

Postby TJ » 04 Feb 2016


For Futures,

Historical data requests are available for expired Futures, 2 years from current expiration.
Historical data requests are typically available for up to 6 months per expiration.

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Re: 30 day Free trial - any restrictions ?

Postby syswizard » 04 Feb 2016


For Futures,

Historical data requests are available for expired Futures, 2 years from current expiration.
Historical data requests are typically available for up to 6 months per expiration.
So is the only resolution 1 second bars ? Tick bars are not available, correct ?
That kinda stinks if my system uses 200 tick bars.

Is it possible to get a separate data feed that has support for ticks and then place the orders with Interactive Brokers thru Multicharts ?
I know this is not the best set-up.

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Re: 30 day Free trial - any restrictions ?

Postby TJ » 04 Feb 2016

::
Is it possible to get a separate data feed that has support for ticks and then place the orders with Interactive Brokers thru Multicharts ?
I know this is not the best set-up.
Sure... many traders subscribe to eSignal, etc., and trade on IB.

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Re: 30 day Free trial - any restrictions ?

Postby syswizard » 04 Feb 2016

::
Is it possible to get a separate data feed that has support for ticks and then place the orders with Interactive Brokers thru Multicharts ?
I know this is not the best set-up.
Sure... many traders subscribe to eSignal, etc., and trade on IB.
No, you don't understand.....I am talking AUTOTRADING, not placing orders manually, but via Multicharts strategies.

That would mean the tick data into Multicharts is coming from one source, and the trades are placed with another....Interactive Brokers.
For instance, if I place a limit order and prices are not exactly the same between the two feeds, I'll likely not get filled....or get filled at a different price than expected.

Suddenly, auto/algo trading with IB and MC doesn't look to be a good "set-up".

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Re: 30 day Free trial - any restrictions ?

Postby TJ » 04 Feb 2016

::
Is it possible to get a separate data feed that has support for ticks and then place the orders with Interactive Brokers thru Multicharts ?
I know this is not the best set-up.
Sure... many traders subscribe to eSignal, etc., and trade on IB.
No, you don't understand.....I am talking AUTOTRADING, not placing orders manually, but via Multicharts strategies.
::
That's exactly what I mean and exactly what many professional traders are doing with MultiCharts.
This is a very basic function of a trading software.

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Re: 30 day Free trial - any restrictions ?

Postby syswizard » 04 Feb 2016

Thanks for that TJ....greatly appreciated.

I'm going to start a thread to get feedback on the E-Signal/IB autotrading set-up.


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