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 Post subject: Intrnal Instruments
PostPosted: Fri Mar 12, 2010 7:49 pm 
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Joined: Mon Feb 22, 2010 5:14 pm
Posts: 13
Hi,

Just doing my first steps with OQ that look very promising.

My question can I add internal instruments such as TICK, TICK/Q(nasdaq) ,TRIN, UVOL etc.?

Thanks in advance,
Roy


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 Post subject:
PostPosted: Fri Mar 12, 2010 8:48 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
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Hi,

what do you want to do with these "instruments"?

Regards,
Anton


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 Post subject:
PostPosted: Sat Mar 13, 2010 12:52 pm 
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Joined: Mon Feb 22, 2010 5:14 pm
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Hi Anton,

I'm using this internals in my strategy to find divergences and extreme market conditions.

TICK over 1000 as a selling opportunity etc.

Roy


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 Post subject:
PostPosted: Sat Mar 13, 2010 4:53 pm 
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Are we talking about historical data or real time data? I think you should be able to set up a corresponding instrument in OpenQuant and receive real time data from IB for these instruments (if IB API supports these instruments). Have you tried it?

Regards,
Anton


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 Post subject:
PostPosted: Sat Mar 13, 2010 8:23 pm 
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Joined: Mon Feb 22, 2010 5:14 pm
Posts: 13
OK.
I had some problems connecting to external provider(firewall not OQ related)
but I'll update.
Thanks!


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