ephi144

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.

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)

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.

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

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.

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..

you're a genius i got them...i did what u suggested woohoo

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.

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!

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

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

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!

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;

yeah but it still works. nonetheless, i think might have it figured out.

i want to use the following code in my indicator. however, i cannot read it correctly as what its doing. i am an ok TS programmer. i have my own indictor that i am working on. i want to integrate the following code so that it only draws the buy or sell lines when i am long or short. right now it works completly independent of my code. please help! {Type : Indicator, Name : Variable Volatility Stops} INPUT: LENGTH (21), CONST(3.05); vaR: SWITCH(1), TR(0), ARC(0), SAR(0),HISIC(0),LOSIC(0); TR= VOLATILITY (LENGTH); ARC= TR* CONST; IF CURRENTbar = length then begin hisic=c; losic=c; if h>= xaverage (h,length-1) [1] then begin hisic= highest(c,length); Sar=hisic-arc; switch= 1; end; if l <= xaverage (l,length-1) [1] then begin losic= lowest (c,length); sar = losic +arc; switch=0; end; end; if switch =1 then begin if c>hisic then hisic=c; sar=hisic - arc; if c< sar then begin switch=0; losic=c; sar = losic + arc; end; end; if switch=0 then begin if c< losic then losic=c; sar= losic +arc; if c> sar then begin switch=1; hisic=c; saR=HISIC- ARC; END; END; IF C > SAR { AND C[1] < SAR } THEN Plot1(SAR,"Sell"); IF C < SAR { AND C[1] > SAR} THEN Plot2(sar,"Buy");

i am using the following statements in my strategy Buy("Long 2") 2 contracts next bar at open; however, the number of open contracts are only 1. I write the currentcontracts variable out to a file this is how i know that its 1. why? what i am trying to do is : if condition 1 is met then buy 2 contracts this bar; sold = false end; if ConditionX is met then sell 1 contract this bar; sold = true; end; if sold = true then setstopcontracts; setDollarTrailingStop(xxx); end; help!!

my suggestion is to not make your analysis too time consuming and too complicated. you are trying to be a good trader so you do not have to spend too much time on it. Also humans have tendency to make things complicated. We try and make things fit the scenario as we see it. For example, you add 2 indicators and trade based on them for a while. if even just once that indicator misses to give you a signal where you missed a good profit. you will try to find another indicator that will catch that particular trend. So keep it simple, even with your analysis. For stocks i use: 12 Ema, 20 SMA, BB, 7 Day RSI (80,20). i do not care for anything else. .on the weekend i figure out 6-10 good breakout stocks. .the breakout stocks are picked from 120 stocks list i have. (i do not trade them all or never have) .the list is made from the stocks that i have followed for past 3-4 years and know their movement based on news, volume, etc. (i have a good feeling about their support/resistance etc) .stocks are picked based on 30minute, 60minute and dialy charts...i decide my entry and exists. .if they hit my buy targets i get in...when they hit sell target i get out.. ..rinse and repeat. i pick the group based on what i have been hearing from analysts. i keep an eye on the news and analysts...and do opposite of what they are saying for example, two weeks every one were dogging the oil. Even more so than before (the same analyst who said oil will go to 200 when oil was at 130 said it will go to 20) so i bought USO at 28 sold at 35, bought oil plays like RIG at 43, HES at 49, CLF at 23. etc.. I also pay a lot of attention to GOLD and its open positions (net long vs. net short) and depending on where gold is trading i keep an eye on commodities. while analysts were talking crap about gold a month ago i bought gold (GLD , FCX) (also note that if gold is higher the rest of the commodities will follow gold within a week or two lag) the above makes me an contrarian investor in stocks. In this bear market i try to hold stocks for a very short period of time. i am take my losses quickly and get out...i most of the time take my profit and run as well. however for futrues and forex i am a trend follower i am a day trader and trade forex and futures... i follow my signals. my indicators give me buy or sell signals ...the indicators are based EMA, MA, etc. My trading plan does not allow me trading 15 minutes before or after a news event. My trading my plan is simple: trade ES and EURUSD use HMA 9,18, and EMA 89. Also use BB Squeeze. nothing else no trading 30 minutes before market close no trading 15 before or after news etc..

holy cow these many indicators? i would go nuts

how the heck does this work? why use such a confusing indicator? (it confusing to me may be because i do not know its applications nor i can figure it out by looking at the chart.)

I do not (i am fairly certain) think anyone can see your order except the system (software). The systems are based on events so when an event triggers it will get your stop. The stops are most likely put in a database at your on-line broker's system. They are not sent to the brokerage firms until the stops are hit. There are probably millions of stop order and no one has time to keep looking at where the majority stops are etc. You can actually guess where most people put their stops...right below the previous support or resistance. and we are all taught the same thing. how hard can it be to guess? Now also think about the people who can move a market; they are pros who deal in 100s of contracts and large volumes on their clients behalf. They don t not sit there and spend time in analyzing stops etc. that would be more waste of resource. do not buy in to that stuff.

turns out that when you use Buy or Sell TS first sells any open positions that you and then enters a buy order and vice versa. so you do not need to explicitly define those orders

i added BB with 1 diviation and see how that works. i am going to ADX soon as soon as i get some feeling for the BB. thanks guys.

hi Brownsfan, thank you for your input. do you mind sharing what else can i do to develop a descent system? I am also learning gartley patterns and divergence models. i would appreciate your helping and any input on indicators etc that i can implment within my system. thanks

The rewards if you trail your stop and are patient