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> -----Original Message-----
> From: Eric Svendsen [mailto:esvendsen@xxxxxxxx]
> [...]
> As concerns the creation of my own bars, I am not
> sufficiently familiar with SQ to know how.
> Do you have a code example suitable to daytrading?
Please take a look here:
http://www.smartquant.com/forums/viewtopic.php?t=334
This is quite a long-running thread and the last version
of the system code is quite ugly and has to implement stops
for example. Since the thread started portfolio-level stops
have been added as per the following thread
http://www.smartquant.com/forums/viewtopic.php?t=448
My goal this month is to beautify the code and add a thin
layer on top of it to put it all together. Then I can monitor
as many symbols as I want with RealTick (for example)
and run as many systems on each bar as my hardware allows.
Switching from backtesting to real-time trading is a no-brainer
and requires replacing the simulated data/execution providers
with RealTick, MyTrack, IB, etc. without changing the strategy code.
Joel
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