PureBytes Links
Trading Reference Links
|
Regarding setting up
AmiBroker Pro Version for NQ Futures using ESignal data, IF:
NQ #F is the
continuous symbol
and NQ H4 is the
current contract symbol
<SPAN
class=046014101-12122003>
<FONT
face="Times New Roman">NASDAQ 100 Futures Contract
Specifications
$100 times the Nasdaq-100 Index®
Cash Settled
.01 per index point = $1.00 per contract
Months Trade, H (march), M (June), U (Sept.), Z(Dec.)
Last Day of Trading Rule: The business day immediately preceding the day
of determination of the Final Settlement Price (normally, the Thursday prior
to the 3rd Friday of the contract month).
New Contract Listing Rule: The day after the front month expires.
Product Codes: Clearing=ND Ticker=ND
Limits (Floor): Price Limits corresponding to a 5.0%, 10.0% and 20.0%
decline below the Settlement Price of the preceding RTH session.
Limits (GLOBEX): Price limit corresponding to a 5% INCREASE or DECREASE
from the Reference RTH price. If the market is limit bid two minutes prior to
the opening of RTH, the 5% limit above the reference RTH price shall be
removed.
Fluctuations: 0.50 = $50.00, Calendar Spread 0.05 = $5.00
Is this correct? See Attached for
the right Click on Symbol Info
This may be a dumb question,
but
Doesn't the performance bond (Margin
Deposit) number have to change dynamically with the symbol
value?
It is different for day than for
night...
So shouldn't this be an array function in
the code rather than a hard number?
So how can I incorporate margin deposit in a
time statement?
margindeposittest =
IIF(beginmarkethours is between somenumber and somenumber ,
Margindeposit = 3375.00, Margindeposit = 6750.00);
Am I on the right track?
Because I would still like the backtester to
work right...
Thanks,
Mr Valley
<SPAN
class=046014101-12122003>
Yahoo! Groups Sponsor
ADVERTISEMENT
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
Attachment:
NQ #F.JPG
Attachment:
Description: "Description: JPEG image"
|