Recent content by tdefarlo

The advantage of getting files directly from the clearing firm is that you as a trader don't need to do anything. My concern with allowing a trader to upload daily files is that you might, for some reason, miss a file or some other problem would develop. The routines for processing trade data in...

i am the designer of Traderprofile software, which does most of the things you asked about. However, I decided that manual input of trades would not be feasible for most day traders, so the software only works if your b/d cooperates and arranges for your clearing data to be sent to the...

www.traderprofile.com

I think you do not even need the daily data series. If data2 is intraday then you could try: If close of data2 > highd(1) then ..... Because HighD refers to the previous day high and (1) looks back one day. Or you can try If close of data2 > High[1] of data1 then ....

Wow, I am surprised TS can't do something so simple! You are right, it would not be worth it just to get the stochastic value, but the stochastic value is just one element of the equation. Your approach sounds as it will work though. Thanks much.

That's what I figured was happening. So the question is, how does one get the value of an indicator (in this case stochastic) which requires both daily data and the current price? For example, FastK(5) of data1 would return the stochastic value based on the last 5 intraday bars, which I do not...

I'd like to thank everyone for the coding examples. It was very helpful. I have one other issue : I have Data1 set as intraday and data2 set as daily. I need to know what fastK is based on daily data, with the current last price acting as the closing price for the current daily bar. I suspect...

I am trying to add a condition to a trading rule that requires the stock has a minimum daily range of .75 cents during the current trading session. The strategy is being tested on intraday bars in TradeStation. Does anyone know how to determine the current day's range in TradeStation? ( I know...

We can do it, but of course the price depends on the complexity. You should write a detailed description of what you want done and send it to tdefarlo@traderprofile. I can then tell you what it will cost to do....

All trade records are time stamped, so all of the analyses involve time. There is an analysis of performance based on time of entry, one based on the duration of the trade (in minutes), one based on how the stock (sector and market too) was moving in the 10 minute period before you entered the...

If your firm clears through SLK, you may have access to TraderProfile. This software automatically captures your trades (via nightly upload from SLK) and performs multidimensional online analytical processing to slice and dice your trading results from different perspectives - ie early morning...

TraderProfile is currently offered by only one firm, Electronic Trading Group (ETG) (We are just now beginning our marketing effort to other prop firms.) But you can evaluate it yourself by downloading it from www.traderprofile.com The login name is Guest, and the password is TraderPower...