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Direct MessagesDate/Time: Fri, 03 May 2024 14:53:13 +0000
Post From: Autotrading questions
| [2021-07-30 12:22:06] |
| User155017 - Posts: 41 |
|
Hi, thanks, I got few more questions. 1 Lets say there was a data disconnection for 10 seconds, and the algorithm is using as input the last 10 seconds, this will generate false signals, because the data was was not updated. Before order submission there should be a check that last 10 bars of data are updated, or any other data check. For example bid/ask can be 0 when market are closed, which is artificial, so a system using bid/ask would trigger false orders. Is there any built in check of all these possible problems? 2 Regarding ACSIL 2.1 How can historical data be requested (and exported if necessary) for a given list of symbols. Can it be done via an external api call as it is possible with IB or Tradestation, using python for example? How to access historical data on your servers outside Sierra application? I am sure Sierra internally is sending queries to your data servers, but how can this be done quickly form outside Sierra? 2.2 Alternatively what is the way to download data for many symbols from ACSIL? 2.3 Can continuous futures be set up from ACSIL and the data be downloaded as above? In IB and Tradestation this can be done via API, because continuous futures have special symbols, and I need a similar method to get data for my analysis outside sierra, for many symbols. 4. For real trading, how quickly are the positions updated to avoid to send too many orders? Thanks |