ZN strategy

June 14th, 2009, 01:56 AM

cunparis

I've generated my own data from other sources (synthetic data, excel, etc.) and imported it just fine. I've never imported data exported from tradestation but I don't see why it'd be a problem.

Ok cool, so if you would be willing to help me, then yes I would appreciate it if you could export the tick data. The current forum server has 24mb file size attachment limit so until we get on the new server you'll have to use something else to host the data with, like mediafire.com or etc.

Mike

June 14th, 2009, 02:05 AM

Big Mike

Ok cool, so if you would be willing to help me, then yes I would appreciate it if you could export the tick data. The current forum server has 24mb file size attachment limit so until we get on the new server you'll have to use something else to host the data with, like mediafire.com or etc.

Mike

Sorry if it wasn't clear in my previous posts, I tried to bring up the ZN tick data but I'm not subscribed to CBOT data. I also have IQFeed but they don't have tick data going back very far and it's really slow.

June 14th, 2009, 02:09 AM

cunparis

Sorry if it wasn't clear in my previous posts, I tried to bring up the ZN tick data but I'm not subscribed to CBOT data. I also have IQFeed but they don't have tick data going back very far and it's really slow.

I skipped over that post during our back-n-forth tag

thx

Mike

June 14th, 2009, 06:48 AM

backtesting for range bars is 10000 bars back a good intro, if you use time bars 1 year --> smaller timeframes 1 minute or 30 sec 28 days ... then backtesting /optimizing very week or month to set the new strategy settings

arne

February 22nd, 2010, 10:27 PM

Did anyone ever come up with tick-level ZN data?
Is there a way to get NT 6.5 to overcome the constant contract issue?
If anyone has the files, I will put them into a database and make the changeover from
contract to contract at whatever level you guys think is workable and realistic...

March 5th, 2010, 06:43 PM

NT 6.5 with eSignal or IQfeed handles continuous contracts fine. NT7 with Zen Fire, as well as eSignal and IQfeed handles continuous contracts fine.

Mike

March 6th, 2010, 09:56 PM

I have CBOT data and I can export TY to owndata I believe and make it available, let me know if you still need it. Did you ever posted the strategy? curious.

March 7th, 2010, 01:17 PM

I would like to help, just let me know what you need.
Bill at eotpro uses first color change after a cycle top on four range bars and it works well, but I think it can be improved...

ZN strategy

Discussion in Traders Hideout

ZN strategy