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ephi144
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TradersLaboratory.com
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User
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City
new york
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United States
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Male
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futures
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ephi144 started following Easy Language - Question, How to Create a Basket? (index), How Accurate is Tradestation's Simulator and and 7 others
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i want to create an index with some FX, etc. how do i do that using tradestation? i want to make an index for AUDJPY, EURJPY, 10Y, 2s10s30s tres., gold, oil.
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would be fair to say that rather than limit order if i were to just use market orders it would better reflect the accuracy? (simulation that is)
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how accurate is tradestations simulator? i seem to be getting quicker fills on the TS simulator compared to Ninja Trader simulator. this makes me wonder if TS simulator is not the correct measure of ones P&L.
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ok..i tried to use tick to get number of ticks but it returns 0 all the time. ------------ vars: BI(0),Totaltick(0), currTicks(0); BI = BarInterval; currTicks = ticks; breakpoint("test"); ------------ the currTicks is always 0
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For tradestation: is there a way to create an indicator based on tick count? i would like to create and indicator based on tick counts so that there are 3 MAs being drawn on a chart but they are based on tickcounts.
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ts = very slow. does not take advantage of multicore. also if it crashes say good bye to your results. no resuming. i had this experience recently. i tested my start for 28 hours or so over 2 months on @ES with great results (28k for the two months). then it crashed. now i cannot get back to those results. attached is the snapshot i was able to take. I was taking snapshots whenever i could but when it crashed i was at work so don t what happend after the above snapshot. i tried multicharts which is able to take advantage of multicore but has a memory leak issues and also crashes eventually. they are both good for short term backtesting and/or limited inputs. . multicharts is highly recommended if 1. you have multicore cpu, a lot of memory, short time frame and a lot of parameters. otherwise ts is good this is just my experience and opinion good luck..
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you're a genius i got them...i did what u suggested woohoo
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nick..i am doing as you suggested. will keep you posted. i might also try the back up suggestion but for that i will have to wait until the old lappy is fixed.
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on my hard drive where does TS 8.x store my strategies? i need to copy strategies, functions, indicators and other files from crashed PC's hard drive to new ones. where are they stored? i found tsw and work files (e.g. desktop) but not my strategies. please help!
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if i press Verify and a strategy (show me, etc.) is verified successfully is it also saved automatically?? I am asking b/c computer crashed and restarted. thanks
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testing plan..? is this something that i can develope with Tradestation? i have my startegy written in Easy Language in TS. can i use the same startegy in multicharts? thanks, raj
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I am using TS 8.5. I have a strategy i was backtesting. It was going great! The results were great at 30k plus. I had given a lot of parameters for testing so it was taking a while. I was using the genetic optimization. However, computer turned off and now i have lost all results and have to redo the dang thing. it was running for 48 hours and had 30+ days remaining to complete. now i have to start again. whats the best approach? do i give parameters for everything at once? do i back test a few things first and then others. (e.g. MAs first then stops?) how do you back test? how long does your startegy take to complete? are their any resources that i can use to learn more. This is just an initial phase with no money management built in. so i am afraid that when i start to back test the same startegy with money management it may take forever. please help!
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Multiple Profit Targets for Multiple Contracts
ephi144 replied to palmcarl's topic in Automated Trading
exitlong and exitshort keywords are not working for me in the strategy. i can do sell and buy. i am on 8.4 anyone know what could cause this? thanks -
hi guys, thank you for helping me. i just wanted to know what the heck the code was doing. i wanted the sar to paint based on my position. if u use the code as an indicator you will see that the it switches to long or short whenever the price closes above the SAR value. which did not play well within my code. i think i have it figured out. as well as therunners help is making much more sense now. i will try to integrate your code within my strategy today. however, i have made the following changes. please let me know if the following looks ok to make sure i was understanding the code correctly. TR= VOLATILITY (VOL_LENGTH); ARC= TR * VOL_CONST; IF CURRENTbar = length then begin HISIC = close; LOSIC = close; if high >= xaverage (high,VOL_LENGTH-1) [1] then begin HISIC = highest(close,VOL_LENGTH); SAR = HISIC-arc; SWITCH_IT= 1; end; if low <= xaverage (low,VOL_LENGTH-1) [1] then begin LOSIC = lowest (close,VOL_LENGTH); SAR = LOSIC + ARC; SWITCH_IT=0; end; end; if SWITCH_IT = 1 then begin if close >hisic then hisic = close; SAR = hisic - arc; if close < SAR and AreWeShort = true then begin SWITCH_IT = 0; LOSIC = close; SAR = LOSIC + ARC; end; end; if SWITCH_IT=0 then begin if close < losic then losic = close; SAR = losic +arc; if close > SAR and AreWeLong = true then begin SWITCH_IT = 1; HISIC = close; SAR = HISIC- ARC; END; END;
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yeah but it still works. nonetheless, i think might have it figured out.