SmartQuant Discussion

Automated Quantitative Strategy Development, SmartQuant Product Discussion and Technical Support Forums
It is currently Sat Sep 23, 2017 1:36 am

All times are UTC + 3 hours




Post new topic Reply to topic  [ 6 posts ] 
Author Message
PostPosted: Tue Mar 06, 2012 1:04 am 
Offline

Joined: Tue Feb 28, 2012 2:17 am
Posts: 4
Hi,

I’m currently in the process of porting strategies and functionality from NT to OQ. I’m going to start this thread. I will try to post where I can questions around mapping functionality so it is easier for those in future to transfer across.

I would greatly appreciate if OQ support or experienced OQers could correct me if I’ve not mapped the functionality across correctly, which is a possibility given I'm new to the platform.

Kind regards,

drolles


Top
 Profile  
 
 Post subject: Traceorder
PostPosted: Tue Mar 06, 2012 1:05 am 
Offline

Joined: Tue Feb 28, 2012 2:17 am
Posts: 4
One of my first questions, about a TraceOrder functionality. NT has a very good feature around enabling TraceOrder which will fire each order to the output / console. Does OQ have any such feature?

The answer is that you don’t need it. If you want to trace the orders, OQ has a much better method for tracking the orders via the Order Manager window tracking the submits and cancels.

However, it does not have an export to do a copy and paste into a text file / spreadsheet (that I’ve found).

Kind regards,

drolles


Top
 Profile  
 
PostPosted: Sat Mar 24, 2012 2:35 pm 
Offline

Joined: Sat Feb 25, 2012 8:51 pm
Posts: 154
If you are looking to import your NT database – you might want to see this thread: viewtopic.php?f=60&t=10082


Top
 Profile  
 
 Post subject: Expiring orders
PostPosted: Sun May 20, 2012 2:39 pm 
Offline

Joined: Sat Feb 25, 2012 8:51 pm
Posts: 154
Hi,

If you are looking at expiring orders, then see the thread: viewtopic.php?f=60&t=10095

In NT orders, unless coded otherwise, expire on each bar. OQ doesn’t do this. It will keep the order there until it is cancelled. If you want to expire orders for various reasons (e.g. not executed before a specified time) then you will need to code for that. The GFS functionality only appears to work in certain cases – see thread above.

Cheers,

drolles


Top
 Profile  
 
PostPosted: Sun May 20, 2012 2:43 pm 
Offline

Joined: Sat Feb 25, 2012 8:51 pm
Posts: 154
Hi,

If you are looking for an automatic backfill – as NT does it – this functionality doesn’t exist within OQ.

NT pulls down the necessary data required if you are connected to your price provider while it is running a strategy. I personally just used an empty strategy that loaded data and did nothing else to get data down.

I’m in the process of writing a script to do this within OQ. See thread here: viewtopic.php?f=41&t=10178

Cheers,

drolles


Top
 Profile  
 
PostPosted: Tue Jul 10, 2012 4:53 pm 
Offline

Joined: Sat Feb 25, 2012 8:51 pm
Posts: 154
OnStrategyStart (OQ) and Innitialize (NT) are a little different and serve different purposes. A key note here, OnStrategyStart (OQ) fires for each instrument in your strategy, whereas Initalize (NT) only fires once.

Cheers,

drolles


Top
 Profile  
 
Display posts from previous:  Sort by  
Post new topic Reply to topic  [ 6 posts ] 

All times are UTC + 3 hours


Who is online

Users browsing this forum: No registered users and 2 guests


You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:
Jump to:  
cron
Powered by phpBB® Forum Software © phpBB Group