ASX 3 and 10 year Treasury Bonds  [SOLVED]

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birdman3000
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ASX 3 and 10 year Treasury Bonds

Postby birdman3000 » 14 Apr 2018

Hello I am using IQFeed as my data provider. I am trying to run backtests on ASX bonds (YT and XT) however in QuoteManager I believe the Price Scale, Min Movement, and Big Point Value settings for the symbol are incorrect. Is there an easy way to get the correct data in there so that my backtests are somewhat accurate?

Thanks

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TJ
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Re: ASX 3 and 10 year Treasury Bonds

Postby TJ » 15 Apr 2018

Hello I am using IQFeed as my data provider. I am trying to run backtests on ASX bonds (YT and XT) however in QuoteManager I believe the Price Scale, Min Movement, and Big Point Value settings for the symbol are incorrect. Is there an easy way to get the correct data in there so that my backtests are somewhat accurate?

Thanks

Don't just say "they are incorrect".

Tell us How are they incorrect.
Tell us WHAT should be the correct behavior.

What are the current settings of Price Scale, Min Movement, and Big Point Value ?

How do the charts look like?
How should they look like?

birdman3000
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Re: ASX 3 and 10 year Treasury Bonds

Postby birdman3000 » 09 Jul 2018

They are incorrect as the PnL is wrong when I backtest a strategy.

PointValue 0.01
MinMove 10.00
bigPointValue 1.00
TickValue 0.10 (MinMove*PointValue)
PriceScale: 100.00

I'm not sure how to find the correct values.. I was checking to see if someone had experienced something similar or whether MC support could help out.

Cheers.

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Svetlana MultiCharts
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Re: ASX 3 and 10 year Treasury Bonds  [SOLVED]

Postby Svetlana MultiCharts » 17 Jul 2018

Hello, birdman3000,

API IQfeed doesn’t return symbol settings, and when the symbol is added from the Lookup exchange settings are applied.

If you use futures, you need to set up the correct settings in Symbol Dictionary:
https://www.multicharts.com/trading-sof ... or_Futures
The next time you add a futures symbol with the same Root – the settings from the Symbol Dictionary will be applied automatically.

Correct symbol parameters can be found in Internet/at the data provider end.

If you have any difficulties with setting symbol parameters, please specify the Symbol Names of the symbols you have issue with. It would be better if you provide a screenshot of “Insert Symbols Into Portfolio - IQFeed” window, where we could see the correct Symbol Name and Description of the symbols you add:
https://www.multicharts.com/trading-sof ... plied_List

birdman3000
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Re: ASX 3 and 10 year Treasury Bonds

Postby birdman3000 » 06 Aug 2018

Correct symbol parameters can be found in Internet/at the data provider end.

Where?


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