ZenFire (part three)

Questions about MultiCharts and user contributed studies.
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ZenFire (part three)

Postby kh_model » 20 Aug 2009

I have also attached an example of some of my settings in QuoteManager for 8 futures symbols. Maybe they are not "perfect" settings, but so far I have not noticed any problems. It shows among other things how one can use the "as is" setting for YM, and a different multiplier for 6J than for 6E, and in the case of CL it seems possible to simply let QuoteManager "use exchange settings". Other symbols may require some different tweaks, but one should be able to figure out what to do based on the examples and some experimentation.

Session templates in QuoteManager are defined separately from symbols, so one session template can be assigned to many different symbols if desired. I did not include any screenshots about session templates. If one is not sure about session settings, many of the futures markets can be charted on a 24-hour session anyway, but for US equity index futures most traders already know to use 9:30 to 16:15 EST for the daytime session.

In any given chart, MultiCharts allows me to merge historical data from one datafeed with realtime data from another. It does not concern me at all that MultiCharts does not collect historical data for ZenFire, because I have a wide range of choices for historical data available to me in MultiCharts. Because I use a few quantitative analysis methods that require speed and accuracy, what is important to me is the high quality and low latency of the ZenFire realtime feed. My next task will be to identify a historical datafeed that has the same accuracy as ZenFire, but not necessarily the same realtime speed. When I merge the historical and realtime symbols in MultiCharts, I want the data to be of similar if not identical quality.
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Postby kiasom » 01 Jul 2010

Thanks a lot for your valuable and useful posts on Zen-fire. Very appreciated.

As regards historical data, at bigmikestrading.com there are historical tick data for ES covering 7-8 years (and for CL too, for two years of data). It's in the 'elite' section, meaning you will have to donate $ to BigMike also. But it's worth it, it's a great forum, esp. the elite section.
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