New User

gg499030gg499030 Posts: 1

I just created an account and was trying to familiarize myself with the API. However, before I go any further there are a few things that concern me.

  1. The web site seems painfully slow (around 8:30 AM Friday). Even trying to change to the script I am editing or looking at the documentation takes around a minute and sometimes times out.
  2. It sounds like the on_trade event is not supported. I don't understand how one could form strategies if you don't have access to basic events such as when a trade occurs. Am I missing something?
  3. Why isn't tick data supported?
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Comments

  • tdraughontdraughon Posts: 14
    edited July 2017

    CQ Lite is set up for 1 minute bar data so that the backtests in that environment run much faster.

    You can find some example scripts in the public scripts under base_working strategies. These strategies were written to give novice CQlite users an easy to copy working script that has the order processing and market data elements where the faster backtests could be performed. The CQ_Basic_Bull_Momentum is a great one to start with.

    Simulations on the millisecond data in CQ Elite have access to the on_trade, on_fill and more. Once you get a few scripts running in CQ Lite and are have some success, then request an upgrade to CQ elite.

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