store all 10 levels of book and backtesting

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bomberone1
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store all 10 levels of book and backtesting

Postby bomberone1 » 09 May 2017

Is there a possibility with a datafeed cqg, iqfeed or brokerage account subscription to store all 10 levels of book instrument levels in order to work and backtest change strategies within the levels of book: futures, stocks, etc. .?

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CrazyNasdaq
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Re: store all 10 levels of book and backtesting

Postby CrazyNasdaq » 09 May 2017

Yes you can do it by coding it and store each level of DOM in an array, create a file of each array data for of each level of DOM and recall those files of the DOM to backest your idea of strategy.
If you can imagine it you can do it and use DOM data as your own personal database

bomberone1
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Re: store all 10 levels of book and backtesting

Postby bomberone1 » 09 May 2017

Does it like a Engineer project :-) I think that require a High Level of IT skills.
Do anyone do it by multicharts?
Why don't make a request of PM that they could do a official things for all user of mc, than a costum project?



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