trade-samarai

Did you attempt to download data after regular market hours? Also, it is possible your platform is set to retrieve data after-hours, rather than immediately.

In theory yes, but the replacement in OOEL for TS9+ is the PriceSeriesProvider (PSP) which so far has shown some limitations. https://community.tradestation.com/Discussions/Topic.aspx?Topic_ID=111589 I fully expect TS to iron out all these issues. It's just a matter of time. P.S. Don't get me wrong, I'm encouraged by the moves both TS and MC are making.

Hi Urma, how's Vegas.. hot yet? I agree that TS is making strides forward. Here are some remaining weaknesses (may be corrected within a year or so): ADE doesn't play well with OOEL yet. Also MC has a new 64-bit with multi-core backtesting and mixing tick with time-based, etc. Also, multiple brokers and data sources may provide a finer granularity time-stamp. TS also has advantages like being a "One stop shop," a huge database of data and a great forum of users and code. TS data loads much, much quicker than IB data with MC. PS I'm going to start using MC, but I haven't dumped TS either. There are advantages to both.

I had no problems importing my thousands of ELDs into MC, although a couple look a little different than they did in TS. There may have been a couple that needed revision, but 98% or 99% compatible with 8.7 or earlier (not the new OOEL).

Thanks guys for getting me thinking about PlaceOrder macros. They are very helpful for fast discretionary trading such as earnings announcements, etc. I have several speed keys I use on TS, however, they could always use some improvement. I didn't really thoroughly inspect the codes posted, but you two reminded me that it's something to work on. The hardest part for me is getting started. P.S. the new OOEL also has an OrderTicket in the ToolBox that you can use instead of macros.

TradeStation can be rented as a platform, similar to MultiCharts. It just costs more.

I would never, ever buy anything from a spammer! Who would, I wonder? P.S. I sent TL a notice when I saw so many threads spammed with the same message (before seeing this thread).

bakrob99: I have a similar Quad CPU trading setup, even a 30,000 RPM Velociraptor hard drive. I have 2 high-end gaming video cards with 4 large-screen monitors. I've been having problems all month with TS 8.6. I also have TS installed on a duo-core CPU backup computer. My primary trading computer is only used for trading, without a bunch of junk installed on it. ScubaSteve did a post on the May 5th internet change-over regarding packet delivery in the TS forums. That may be a problem, The TS Dallas servers are apparently down and I was again diverted (from Texas) to an emergency backup server beginning with 72. at their FL facility. It's not listed in the Network Preferences tab. Here's a posting from Quark today about data delivery: https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=101046 He's been around TS quite a while. I'm glad that TS is working well for you. It's been freezing for me, even without RadarScreen and all the bells and whistles that I usually use. It behaved better today and just burped once that I know of, in the opening 1/2 hr. But the volume was lower overall. If one is having data problems with TS, one could buy the "OwnData" software to facilitate a backup data source. Of course, that wouldn't help with order execution. Hopefully TS can get things back to normal soon.

Hi FulcrumTrader: Lately my TradeStation data delivery has been problematic and also the charts have been freezing. Please, what platform/data feeds are you using? I'm in the market.

I should post this question about TradeStation's data. Have any other (besides TS) platforms/data providers had latency or disconnect problems the past month? I saw on another forum that ZenFire's data hasn't been great of late either. (I had previously only heard praise for ZF.)

The problem is with inadequate TS servers/pipeline. There's nothing that we can do about except complain or switch. http:// https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=100826

Dear StevenSJC: If you check the TS forum you will find that many are having the same problem "waiting for data." It happened to me the last 2 days in a row, with different versions of TS. The exact same thing happened in the summer of 2008 with higher volumes than TS can handle. I remember the day when Freddie and Fannie went down 50% then bounced back about 95% of the way. TradeStation couldn't handle the data flow. Is anyone else having problems with their data provider currently, or is it just TS? I've been with a couple of other brokers/platforms and never had this kind of problem with them. I've read that LightSpeed also has the same problem. I'm seriously going to look around now, after trading full time 2 years with TS. Since I've invested time and money into learning EasyLanguage, obviously MC is an option. TS does have an auto re-connect feature. Today and yesterday, it reconnected within a second. However, the charts were waiting for data which never arrived. I had to completely reboot the PC. Automated strats normally trade off the charts. Therefore, no chart data = no trades, even if you're already in one.

aaa: Checkout the "Best Backtesting software" thread here on TL. http://www.traderslaboratory.com/forums/f106/best-strategy-backtesting-software-5830.html

Hi Uli: In backtesting with TradeStation, I have gotten vastly different results before and after deleting my cache. That was running a test on a stock symbol. As the veteran TS user "Goose" says: "The data is always suspect." I don't know if other data sources are more reliable. Is there a thread on "most reliable data providers" for the different types of securities (stocks, futures, forex, options)? Reliable data is the foundation for everything else.

Hi hogarstrasni: I had a problem with my upgrade-install of TS 8.6. I uninstalled and reinstalled with the 8.5 environment and now it works OK. My error may have been the same as yours, I'm not 100% certain.

Hi Flying Dutchman: I use TS to trade stocks. If you use limit orders, you should have zero slippage. Slippage on market orders depends upon the stock. Pfizer will have a lot less slippage than Baidu (depends on the spread which varies). TS had a couple big outages during the past year, but one of those was a Nasdaq problem. There is data delay indicator that you should put on your chart. You can route your orders through different ECNs, etc.

"Last (Reserved Word) - A quote field that returns a numeric expression representing the price of the last completed trade. Note Quote fields do not reference history. In Chart Analysis, they will only plot a value from the current bar forward." Why not try "Close" rather than "Last?"

TheRumpledOne could translate this for you sunilrohira. He switched from TradeStation to MQ4, so he knows both languages and he's a good programmer.

QUOTE: "We collect and process this information from these different time frames down to the execution chart to allow the trader to have one screen for information..." So you you must be using a global variable (dll) since EL can't share data from different charts, correct? (Unless you've hidden the other time frames on your main chart.)

Yesterday I watched a webinar with Frank Lesh. He mentioned the "Gap and go" setup. "Gap and go" is the opposite of "gap fill" and an "impulse" (momentum) move. (He didn't explain it at all.)

"in this code the problem is that the orders get filled even on the next day and i dont want that" Hi Raja: Just set your order duration at the top of your chart to "day" or you can even set a time limit such as "5 minutes." Is your default order type set to GTC or are you running the strategy every day and it's just a new day's order? edit: Sorry I missed page 2 here. The EL solutions look good.

"We don't believe that the passage of time..." Yes, I noticed that you're using 5k share volume bars. It also frees space on your chart since no volume bars are needed.

Yes, I noticed that sometimes your indicator leads price. It sounds like many man-hours went into building this indicator. Very interesting.

Thanks for the additional tips lordbinder and Tams.

Thanks for responding Urma and for the AntOpt paper. Nature is a great teacher. I'm not planning on dumping TS, just maybe adding on. I've had problems with 8.5 back-testing giving multiple spurious orders (at least with LIBB on MACD). Two different TS employees admitted the spurious order problem (one indirectly) to me but said that it had been addressed in the upcoming 8.6 (still in beta testing). The tech had the exact same problem on her chart. I came up with a system to quasi-GenOpt myself (just today) and I did find the GenOpt on 8.5 today also. Thanks for that tip. I'm trying to improve and anything that is relatively repetitive should be automated IMHO. Who knows how long it will take TS to get all of the bugs worked out of 8.5/8.6 (like MS Vista)? And, like they say: "time is money." And trading untested discretionary systems is most certainly a great way to lose money. So if an add-on costs some money that's OK if I get a good ROI on it. BTW, I've read that MC has (or had) a digital rights verification problem. I found your 24-point post indicator posted here on TL most interesting. It's far more complex than my piddly little 6 to 10 part strategies. But, I'm just going through my EL home study courses now and am by no means an EL expert. I couldn't help but notice that your indicator seems to be leading the price. Of course, it begs the question: What's the performance? P.S. I know Lake McQueeny. As for Vegas, I gambled there professionally for a short while in the 90's (blackjack). I've been following the real estate market there (58% underwater).