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MC spread trading


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MC spread trading

  #1 (permalink)
s010143
Taipei/Taiwan
 
Posts: 6 since Jun 2012
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i use MC spread trading
-----------------------------------------------------------------------------------
inputs: DataSeries1( Close of data1 ), DataSeries2( Close of data2 ) ;
Spread Ratio=DataSeries1/DataSeries2
-----------------------------------------------------------------------------------
DataSeries1=day close of DAX
DataSeries2=day close of FTSE

in order to displace these 2 together

but the problem is the mismatch of time zone

the data is combined with both ASCII Maping and Data Source

the date of ACSII maping can match but the data source can't

i have change the time zone from exchange to local time

it still cant work

how to solve this in QM

plz help! THX~

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  #2 (permalink)
 
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 Nicolas11 
near Paris, France
 
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Hi,

When you add your two instruments in MultiCharts itself (I am not talking about QuoteManager), have you chosen "Local" on the Settings tab for the two? (see picture)

Nicolas


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  #3 (permalink)
s010143
Taipei/Taiwan
 
Posts: 6 since Jun 2012
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yes i have

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  #4 (permalink)
 
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 Nicolas11 
near Paris, France
 
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OK. What is exactly your problem? You say it does not work. But what does not work?

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  #5 (permalink)
s010143
Taipei/Taiwan
 
Posts: 6 since Jun 2012
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well , i try to calculate the spreadratio=close of data1 / close of data2

so these 2 date must match on the same x-axle

but the problem it cant match even i change these 2 to local time zone(the photo)

(the data before 2012/6 is imported by ASCII maping, after that is from real time data source,and then the blank show up)

i wanna know the steps to make it work

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  #6 (permalink)
 
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 Nicolas11 
near Paris, France
 
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Sorry... but your description of the problem is still not clear to me.
I know it is clear in your head, and perhaps for others, but still not to me.
What is the problem? What does "does not match" mean?

1. What "blank" are your talking about? The blanks between the candles? Is it the problem?
2. What is your timeframe ? Daily?
3. If you do not pay attention to the blanks, are the HLOC of the candles correct?
4. In Quote Manager, what is the name of DAX Exchange?
5. When you go and see the details of this Exchange in "Tools / Exchanges & ECNs", what is the time zone of this exchange?
6. In Quote Manager, what is the name of FTSE Exchange?
7. When you go and see the details of this Exchange in "Tools / Exchanges & ECNs", what is the time zone of this exchange?
8. In Quote Manager, what are the sessions of your DAX instrument?
9. In Quote Manager, what are the sessions of your FTSE instrument?

Nicolas

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  #7 (permalink)
s010143
Taipei/Taiwan
 
Posts: 6 since Jun 2012
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well..i realized that it is really unclear..

1. What "blank" are your talking about? The blanks between the candles? Is it the problem?

yes ,its the blank between candles and this is the problem

2. What is your timeframe ? Daily?

daily

3. If you do not pay attention to the blanks, are the HLOC of the candles correct?

HOLE correct

4. In Quote Manager, what is the name of DAX Exchange?

EUREX

5. When you go and see the details of this Exchange in "Tools / Exchanges & ECNs", what is the time zone of this
exchange?

LOCAL

6. In Quote Manager, what is the name of FTSE Exchange?

LIFFE

7. When you go and see the details of this Exchange in "Tools / Exchanges & ECNs", what is the time zone of this exchange?

LOCAL

8. In Quote Manager, what are the sessions of your DAX instrument?

custom session and local time zone

9. In Quote Manager, what are the sessions of your FTSE instrument?

custom session and local time zone

PS to i am in ASIA

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  #8 (permalink)
 
Nicolas11's Avatar
 Nicolas11 
near Paris, France
 
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s010143 View Post
4. In Quote Manager, what is the name of DAX Exchange?

EUREX

5. When you go and see the details of this Exchange in "Tools / Exchanges & ECNs", what is the time zone of this
exchange?

LOCAL

6. In Quote Manager, what is the name of FTSE Exchange?

LIFFE

7. When you go and see the details of this Exchange in "Tools / Exchanges & ECNs", what is the time zone of this exchange?

LOCAL

I do not think that the bold answers above are possible.

In QuoteManager, go to "Tools" / "Exchanges & ECNs".
There is a list of exchanges.
Find "EUREX". Highlight it.
Click on "Edit".
Choose the 2nd tab "Time Zone".
What is the time zone? Should be displayed in UTC+x or UTC-y.

Do the same with LIFFE.
What is its time zone?

Nicolas


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  #9 (permalink)
s010143
Taipei/Taiwan
 
Posts: 6 since Jun 2012
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THX for help

i solved this oroblem ,

but now i have new one

when calculate the total spread trading result

i have to use portfolio backtester to do backtesting


but

the backtesting result can show on MC

but there is no result data found portfolio backtester

which means there is something wrong with portfolio backtester

i think the setting in QM make this happend...

asking for help ~~~

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  #10 (permalink)
 
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 Nicolas11 
near Paris, France
 
Experience: Beginner
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Hi,

What does "total spread trading result" mean?

Why do you use the portfolio backtester, and not the "normal" backtester?

Nicolas

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Last Updated on July 3, 2012


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