Seetu with the e-mini S&P 500?

Seetu
1

Can Seetu be used to trade the e-mini S&P 500 on the CME, and if so, how do you target it for backtesting and then trading?

2

Bringing this back to the top. I submitted a support request, but was told the best way to get an answer was via the forums.

3

Hello,

you can use futures symbols using the SetOption command.

For example:

  SetOption("Symbols","@ESZ17");

Use Collective2 symbology: https://trade.collective2.com/c2-futures-symbols

The problem is, that Seetu does not have implemented “PointValue”.
It means that Profit/Loss values are not correct.

4

Hmmm… that doesn’t seem to work. When I use setoption for the symbol, then go to the Targets tab and run a scan or explore or backtest, it throws an error and says there’s no symbol to run it against.

5

Can you show me your SetOption command?

Ah - perhaps I should emphasize you need to use 2 digits year in the symbol.

Do not use @ESZ7 but @ESZ17.

The reason is that @ESZ7 can be @ESZ07 or @ESZ17 actually.

6

Sure, here are my SetOption commands… I’d originally used @ESZ7 but switched to @ESZ17 when I saw your note. The whole strategy compiles fine.

SetOption(“InitialEquity”,25000);
SetOption(“RoundLotSize”,1);
SetPositionSize(80,spsPercentOfEquity);
SetTradeDelays( 0, 0, 0, 0);
SetOption(“Symbols”,“@ESZ17”);

I then click the “Targets” tab and hit “Start Scan” (also tried “Start Explore” and “Start Backtest”). It says “Running Scan…” then stops and says “No Symbol Selected”

7

Hold on… I believe I may have been mistaken. I had some leftover AFL code that you guys don’t support in there, and didn’t notice the compile error message… checking it out right now.