Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

  • Welcome Guests

    Welcome. You are currently viewing the forum as a guest which does not give you access to all the great features at Traders Laboratory such as interacting with members, access to all forums, downloading attachments, and eligibility to win free giveaways. Registration is fast, simple and absolutely free. Create a FREE Traders Laboratory account here.

Sign in to follow this  
Predictor

Reference Future Bar Data Tradestation

Recommended Posts

I'm trying to reference future bar data in one of my strategies to perform a testing (on purpose). Tradestation throws an error. Any help in circumventing this is appreciated.

 

I'm just trying to build a theoretical perfect strategy to determine maximal profit potential in a market.

Share this post


Link to post
Share on other sites
I'm trying to reference future bar data in one of my strategies to perform a testing (on purpose). Tradestation throws an error. Any help in circumventing this is appreciated.

 

I'm just trying to build a theoretical perfect strategy to determine maximal profit potential in a market.

 

Instead of using a negative index to try to reference "future" data, you can delay the plot. You can set the plot backwards.

 

var: test(False);

test=high>High[1];

If test then begin
plot1[1](high, "test"); // Set to points and large weight
plot2(low, "test 2"); // Set to points and large weight
end;

Share this post


Link to post
Share on other sites

I have a code now that will plot an indicator. However, i wanted to use the strategy reports to see what the optimal strategy would look like, i.e compute the metrics. Will that method work for a strategy?

 

Here is what I have. I'm getting a "floating point invalid" error though ..

 

 

If (Close[1] > Open[1] ) then 
begin
   Value1  =  Value1  + (close[1]-open[1] );
   Value2 = Value2 + 1;
End;


If isMax then 
plot1( Value1,"MaxProfit"); 

If isMax = False  then 
plot2(  Value1/Value2,"AvgProfit"); 

 

ah I fixed it..

If isMax = False and value2 > 0  then 
plot2(  value1/value2,"AvgProfit"); 

 

So, you are saying I can delay the data and use that in a strategy? But when I say "buy on bar" will that use the delayed bar?

Edited by Predictor

Share this post


Link to post
Share on other sites

So, you are saying I can delay the data and use that in a strategy? But when I say "buy on bar" will that use the delayed bar?

 

I don't think you can delay the data, you can set a plot backwards "in time". I don't know if you can do that with a Buy or Sell in a strategy.

Share this post


Link to post
Share on other sites

The word I'm getting on the street is that its not possible. I guess if you could export/import 2 data streams with the main lagged by 1 then it might be possible to do it in a strategy.

 

I don't think you can delay the data, you can set a plot backwards "in time". I don't know if you can do that with a Buy or Sell in a strategy.

Share this post


Link to post
Share on other sites
The word I'm getting on the street is that its not possible. I guess if you could export/import 2 data streams with the main lagged by 1 then it might be possible to do it in a strategy.

 

Actually, now that you talk about data streams, I just had an idea.

 

Hi=high[3] of data2;

 

The question is, what data is the strategy using? If it's using the underlying data instead of data2 then I guess it wouldn't work.

 

I wonder if you could "print to file" the trades, and then process the stats in a spreadsheet. Or find a platform that can do what you want.

Share this post


Link to post
Share on other sites

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.
Note: Your post will require moderator approval before it will be visible.

Guest
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.

Sign in to follow this  

  • Topics

  • Posts

    • DXCM Dexcom stock, great day off the 69.73 support area, from Stocks to Watch at https://stockconsultant.com/?DXCM
    • Depressions aren't real either... ??
    • Dear B4 #42, I heard you can't get out of bed and decided you were going celibate and shaved your head and “reconsidered” having children.  If it took Trump getting elected to get you to stop fkn every Dum, Harry, and Dick you meet, we’ll take it.  thx Sincerely just sayin’ zdo PS To all the other girls I loved B4 - https://www.youtube.com/watch?v=rVq0ONrSH-Q 😚
    • MDB MongoDB stock watch for a range breakout at https://stockconsultant.com/?MDB
    • Date: 12th November 2024. Market Buzz: Trump Trade Impact! “Trump trade” has boosted the US Dollar and US stocks, but Trump’s policies may have less favorable effects on global assets. Trump’s plan to raise tariffs is expected to negatively impact economies worldwide, especially exporters like China. Asia & European Sessions:   Bitcoin Surge! Bitcoin broke $90K, driven by Trump trade once again. Bitcoin is up roughly 110% in 2024, helped by robust demand for dedicated US ETFs, interest rate cuts by the Federal Reserve and Trump’s cryptofriendly agenda. Crypto market capitalization has exceeded its pandemic-era peak, reaching $3.1 trillion. Traders are betting on Bitcoin reaching $100,000 by year-end, according to data from the Deribit exchange. Open interest — or outstanding contracts — for CME Group Inc. futures for Bitcoin and second-ranked Ether (ETHUSD) scaled records on Monday, a sign of growing engagement by US institutional investors. Asian shares dropped, alongside European and US equity futures, as traders evaluated the implications of President-elect Donald Trump’s policy agenda and potential cabinet choices. The MSCI Asia Pacific Index fell for a third consecutive day, driven by rising Treasury yields amid concerns that Trump’s proposed tax cuts could increase inflation. There are also reports that Trump is considering two individuals for prominent roles in his administration with track records of criticizing China. DAX and FTSE100 are down -1.1% and -0.5% respectively, after a pickup in German HICP inflation and higher than expected UK wage growth dampened easing expectations. Investors await the US CPI report for insights into the Fed’s easing path, as Trump’s inflationary policies may lead to fewer rate cuts. Financial Markets Performance:   The USDIndex continues to rise and is currently at 105.75. It hit a 1-year high. EURUSD drifts to 1.0620 and GBPUSD is in a sell off, currently at 1.2800. Oil prices fell after their biggest 2-week decline, amid a weak demand outlook from China, a stronger US Dollar, and concerns over a potential oversupply. Crude oil has traded within a narrow range since mid-last month, influenced by Middle East tensions, the US election, and OPEC+ output decisions. Gold remains under pressure and is currently at just $2604.36 per ounce. It hit a one-month low, down 5% since Trump’s election victory, as a strong dollar and US equity rotation pressured the metal. Gold’s decline was also technical, breaking below the 50-day moving average, causing funds to cover long positions. Despite recent drops, gold remains up 25% for the year, supported by central bank purchases and geopolitical risks. Always trade with strict risk management. Your capital is the single most important aspect of your trading business. Please note that times displayed based on local time zone and are from time of writing this report. Click HERE to access the full HFM Economic calendar. Want to learn to trade and analyse the markets? Join our webinars and get analysis and trading ideas combined with better understanding of how markets work. Click HERE to register for FREE! Click HERE to READ more Market news. Andria Pichidi HFMarkets Disclaimer: This material is provided as a general marketing communication for information purposes only and does not constitute an independent investment research. Nothing in this communication contains, or should be considered as containing, an investment advice or an investment recommendation or a solicitation for the purpose of buying or selling of any financial instrument. All information provided is gathered from reputable sources and any information containing an indication of past performance is not a guarantee or reliable indicator of future performance. Users acknowledge that any investment in FX and CFDs products is characterized by a certain degree of uncertainty and that any investment of this nature involves a high level of risk for which the users are solely responsible and liable. We assume no liability for any loss arising from any investment made based on the information provided in this communication. This communication must not be reproduced or further distributed without our prior written permission.
×
×
  • Create New...

Important Information

By using this site, you agree to our Terms of Use.