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I am familiar with sensitivity analisys as it applies financial projections. I suspect the concept applies to automated strategies. However, with financial projections, you merely change some assumptions, typically one at a time, and see how the bottom line changes. This is generally a...

It seems to me that it would be beneficial to have a program that checks strategies to define: 1. The data that would have the worst impact upon profitability and the impact of that data. That is, it would determine what the worst thing is that the market could do to that strategy. 2...

Thanks!

Hello, The following code will find the highest close in the last 100 bars: highest (close, 100) What code is needed to find the next highest close? Norm

Are you certain that accepting an unfair settlement means that you cannot seek recourse for the remainder?

Just what are the NASDAQ bust rules? If I accidently sell stock at 3 cents per share that I intended to sell at $3.00 per share, can I have the trade busted as erroneous?

Pan2004, I appreciate you detailed analysis. But, the simple truth is that I routinely do backtesting on 30 days of tick data for actively traded stocks using TS. This usually takes about 2 minutes. So, to do a year should take about 24 minutes and can be though of as merely doing twelve...

Pan2004, I apologize if I slighted AmiBroker. That was not my intention. So, just how many days of tick does 500,000 data points correspond to. Can I do my one year back test on an actively traded stock like Intel or Microsoft? I am no expert at backtesting, but it seems that ability to...

Spike500 , Can you tell me how you managed to accumulate so much tick data. When I queried TS support about this, they only responded by saying that it was possible and that I pretty much had to figure it out for myself (such as by scouring the TS discussing forums). Also, does TS have...

I would like to be able to use about one year of tick data for each test. Can anyone recommed a system that readily facilitates this?

Tech Analysis - About how many days of tick data does 65,500 lines usually give you?

Thanks. And yes, I do have TS. But, when I as tech support questions about how the data is stored, accessed, and used, they are not very helpful.

Is there a way to test a basket of stocks in TradeStation without bringing up a separate chart for each and then testing each indiviculally?

I have been using TradeStation for about three months. I have been very disappointed in the way it handles (or more correctly - doesn't handle) tick data. Very little tick data is available. It appears that using third party tick data is difficult, to say the least (I am trying to purchase...

Is the global server one of TradeStation's data servers? If it is, how cooperative are they regarding the posting of third party data there? Norm

I need to test on tick (trade-by-trade data). I have tested on both tick and 1-minute and the results vary substantially. My strategy is pretty fast paced and does not work well with 1-minute or greater bars.

Hello, I just looked into purchasing some tick data from tickplusdata.com. They said that in order to use their tick data with TradeStation, I must run another party's software (HyperTrader) to load the tick data into TradeStation's Global Server. Can't I simply purchase a tick data file...

Could someone please explain what bundled and unbundled mean?

There doesn't appear to be a print function for the TS optimization report. Must I export it to Excel to print? Norm

Hello, I expect to go live with my automated strategy in about a month. I am considering building some failsafes into my strategy, as follows: 1. Go flat and shut down if losses exceed a preset threshold. 2. Go flat and shut down if the stocks that I am trading go below a preset price...