GSB Forums

SPI200 Futures

engtraderfx - 13-11-2018 at 06:57 PM

Hi, looking at market options, since in Aus just interested if anyone has tried ASX SPI futures with GSB? Does it work in similar way using Futures day session & cash data as 2nd data?

Also where would i get hold of asx data? SPI intraday history doesn't seem available in say IQfeed.

Thanks, Dave

admin - 14-11-2018 at 12:26 AM

Hi David
I havnt tried it, but I will ask Halifax as they likely would know. Cash as data2 is a good diea, though its not always essential. Depends on the market.

andrew.gibbs777 - 14-11-2018 at 03:41 PM

SPI is a gappy market and strategies that are setup following a gap tend to be ok, but I think these would need to be added as filters before a reasonable system could be generated. I have run GSB on SPI using Multicharts a few times but quite poor results thus far, and I didn't spend much time on it.

engtraderfx - 14-11-2018 at 04:43 PM

Thanks for feedback Andrew, was just interested if worth looking into. I don't have data anyway at this stage.

engtraderfx - 15-11-2018 at 06:58 PM

update...had a closer look at IQFeed, sorry it does provide ability to feed futures data from SFE. Something to consider if interested in asx futures.