Quick question... Does OQ support a Zen Fire data feed...?? If not, any plans to add that support...? After having used Zen Fire for a while it's hard to go back to eSignal or other feeds that are simply much slower.
you can add your own plugin to have whatever datafeed you want supported. And it's really not that hard
Thanks Sky... I've been reading your posts with interest. I'm about to start a new thread on the pro/con's of a few of these backtesting/trading systems. Please look out for it... I'd love your input.
Is there any support for strategies that are based on rotation rather than on entry/exit? So, a typical strategy for me involve rebalancing on a weekly or monthly basis based on some ranking criteria rather than a classic buy/sell rule.
I think we have some rotational trading strategy example on our forums. Basically you can rank stocks in OnBarSlice event handler, maintain a list of selected stocks and then rotate stocks according to your criteria and this list. Regards, Anton
You can take a look at this thread on QuantHouse forums. It discusses QuantDeveloper, but I think you can do something similar with OpenQuant http://www.quanthouse.com/website/forum/viewtopic.php?t=1658 Regards, Anton
Anton- Does OpenQuant support having a session open with more than one broker? i.e. trade mainly through broker A, but hedge open positions using broker B if broker A goes down for some reason. If it is not supported, do you have any suggestions on how to handle this? Thanks, Eric