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Strategy Trade Bars
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Created: by zaico Attachments:2

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Strategy Trade Bars

  #11 (permalink)
Market Wizard
London UK
 
Futures Experience: Beginner
Platform: CQG
Favorite Futures: Futures
 
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Posts: 2,923 since Sep 2015
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zaico View Post
I understand, but the thing is I can only access to that time through backtesting because it's a demo account. Anyway I'll try If there's a time frame I can access with the current contract data.

Can you give some clue on how to use non-time bars. I've read something but I don't get anything clear.

thanks agains

In a nutshell,

Time-based bars
Print a fixed amount of bars every x period. E.g. there's always 12 5-mins bars in 1 hour period.

Non-time-based bars
Print a variable amount of bars in a given period. The variable amount depends on the nature of the bar.

There's probably some documentation on the Wiki on FIO but for expediency you can check this for reference

http://help.cqg.com/cqgic/14/default.htm#!Documents/constantvolumebarcvb1.htm

http://help.cqg.com/cqgic/default.htm#!Documents/renkorenko.htm

http://help.cqg.com/cqgic/default.htm#!Documents/rangebarrb.htm

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  #12 (permalink)
Trading Apprentice
Barcelona Spain
 
Futures Experience: None
Platform: NinjaTrader
Favorite Futures: Emini ES
 
Posts: 26 since Sep 2016
Thanks: 6 given, 4 received

Thanks again for your help! I'll have a look as soon as I can

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