Seetu 2.0 - intraday time frames

Seetu
1

Hello dear Seetu friends!

We published a new Seetu release which works with intraday time frames.

You can use 1, 5, 15, 30-minutes bars and also one hour bars.

How?

Just use one of the following options:

SetOption("Periodicity",MINUTE1);
SetOption("Periodicity",MINUTE5);
SetOption("Periodicity",MINUTE15); 
SetOption("Periodicity",MINUTE30);
SetOption("Periodicity",HOUR1);

Remarks:

  • We are using 9:30 - 16:00 market hours for stocks and options and whole days for forex and futures (for now).

  • Weekends are excluded.

  • Commissions mode 0 is implemented now. It uses the “default” Collective2 commissions cost structure.

  • Do not use too wide time ranges. Two or three months are fine, but several years od 1 minute bars (multiple it by number of used symbols!) would take very long. Number of bars is limited to 750,000 for now.
    It means: [number of bars in the given periodicity] * [number of symbols] must be less than 750,000.
    If you will be close to that number, you will need to wait several minutes for results.

This version is not yet available for use to power your trading strategies on C2 (i.e. not yet available for the “Run It” feature).

That part is coming soon - but first we need your feedback on this new version.

Please let us know if you find any error or have any questions or suggestions.

Happy Seetuing!

2

I was trying to run a backtest on what should have been about 375k bars (I know, large, but less than 750k). However, it is throwing an error that I’m using too many bars. The only thing I can think is it is using aftermarket bars.

I’m testing on 23 stock symbols, 30 minute bars, 6 years. Can you please confirm you are still only using market hours for stock symbols? I don’t want to pollute my indicators with aftermarket bars.

3

It will be fixed today.

Thank you.

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