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What are the correct settings for obtaining the same results with Building Blocks as with Rotation ?...
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Consider code`ts1 + ts2` contains [1,5]. While `ts1 - ts2` contains [NaN,-1]. Why 1.0+NaN result in ...
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I am creating a custom-coded Broker Adapter.My broker backend returns either Buy or Sell for an orde...
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symbol : usd.jpystream provider : IB1 min candlestick. platform : WL 8 build 93 (14 day trail) iss...
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Hi,I built a strategy where I used Sell at Market exit block and I wanted to put two conditions in t...
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Why are iqfeed backtests/optimizations 10x slower than other data sets?
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I wrote code in F#. Compiled it to dll and put that dll and FSharp.Core.dll to WL8 folder. I also in...
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How do I place a market order at the end of the period?
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I just downloaded the Finantic optimizer extension, rebooted laptop, but it still doesn't show u...
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I have been trying to access data through the TD Ameritrade extension and have not been able to rec...
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I had a weird new RT error attributed to this code line:When I commented out this function, the RT e...
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Q-Data seems not to be updated as for the 21st of June.Could you please check? Thank you!
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Greetings,I am running a strategy with a dataset of cryptos with your Quotes and Price triggers tool...
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I recently signed up for AlphaVantage premium to get intraday data for US Stocks. However, I keep s...
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I get the following data download error for any new intraday dataset using an Alpha Vantage premium ...
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I recently signed up for AlphaVantage premium with 150 requests per minute, and I've specified t...
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How do I know if a stop order has been triggered/executed for1) Backtesting2) Real trading?and how t...
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Cone8
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Tuesday June 18, 2024 at 10:30AM ET. Click to the home page to sign up (lower left). Seating is li...
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Is there a way to programmatically (C# coded strategy) simulate / trigger the same functionality as ...
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Is there anyway to backtest one symbol across multiple strategies at the same time?
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