Level 2 Backtesting  [SOLVED]

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lordongi
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Level 2 Backtesting

Postby lordongi » 02 Apr 2018

Hi,

is there a way to backtest/implement strategies based on "level 2" (DOM) data in Multicharts.net? I use CQG data feed.

Regards
Ingo

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Henry MultiСharts
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Re: Level 2 Backtesting  [SOLVED]

Postby Henry MultiСharts » 03 Apr 2018

Hello Ingo,

In MultiCharts Level 2 (DOM) data can be accessed in realtime only. This data is not saved into MultiCharts database, so it cannot be accessed in backtesting. To lean how to access it in realtime please refer to the prebuilt indicators _Market_Depth_on_Chart_ and _Market_Depth_on_Chart_2_.

lordongi
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Re: Level 2 Backtesting

Postby lordongi » 23 Apr 2018

ok


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