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PostPosted: Thu Jul 15, 2010 8:24 pm 
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Joined: Thu Jul 15, 2010 7:30 pm
Posts: 1
"The code below shows how to access series of 1 and 5 minute bars in a strategy. It's assumed that you have 1 and 5 min bars added to the market data folder of your strategy..." Could somebody please clarify what exactly '1 and 5 min bars added to the market data' means? If I intend to use 10 different time frames, does it mean I have to manually create 10 series? Can't the program automatically create it if I add the required code? If I have 10 symbols 10 time frames each, will it look like 100 symbols in my 'data folder'? What types of historical data can I use? If I create an instrument and import 1 min data, can the program convert it to any bigger time frame? Is there any sense to import daily data separately? Or 1-hour data? I come from tradestation, and I know that I can use 1-tick, 1-min and daily altogether in one instrument, the program automatically decides which to use when, and I'd like to figure out, how SQ acts and if it suits me of not. Sorry for so many questions, the most general and short answers will do. Thanks.


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PostPosted: Fri Jul 16, 2010 7:59 pm 
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Joined: Thu Jun 08, 2006 3:56 pm
Posts: 537
Location: BC Canada
Generally speaking, I think the answer to most of your question is "Yes, you are right."

Yes, you need 10 series in the instrument window and in your strategy market data, no it won't be 100 symbols, but you'll need 10 timeframes in the market data section of the solution, you can use any historical data, the bar factory can convert trades into anything, but you might have to manually (by script) convert 1 min bars into longer bars, to create longer bar series (bar factory cannot compress bars into bars, only trades/quotes into bars).


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