Search results

There are a couple of free TS books here (as well as the pay for book)... https://www.tradestation.com/support/books/default.aspx There are a number of tutorials here... https://www.tradestation.com/support/tutorials/ If you've already posted on the TS Support Forums here...

When will you be able to optimise strategies?

The continuous (.C) contract is back-adjusted, whereas the pit(.P) contract is not. It is not a question of which gives 'better results' but rather which will most accurately reflect your backtesting in the real world. That depends on the type of strategy you are using.

Natively in EL, you can't apply indicators from different timescales without having a second symbol at that timeframe applied to the chart (DATA2). You can bring in any information you want from any timeframe with either GlobalVariables (GV) or Collections for EasyLanguage (ELC).

Yes, TS does the same.

You can actually pull data from other charts. It doesn't need to be on data2. However, this feature is provided by an additional (free) DLL that isn't supported by TS staff.

But you can also plot two timeframes in the same graph. This is 5 min bars on 15 min candlesticks.

I assume richardyu301 was interested in plotting the higher timeframe in a subgraph.

Yes.

non-steroidal anti-inflammatories apparently http://news.bbc.co.uk/1/hi/health/4074398.stm

wasn't that last week's news? if you take a ibuprofen/advil every day for six months then you significantly increase your chance of a heart attack.

I have in the past but I don't do it on a regular basis. No two sets of data will ever produce the same results - but whether they both produce generally profitable results depends on how 'good' the system is. You shouldn't get hung up on differences between different data sources because a)...

It's telling you your system is fitted to the data. Don't trade it at all!

The problem with using EOD data is that it has been adjusted, is different from intraday day, and hence is not tradeable. There all sorts of gap systems, yesterday's close > today's open etc that work wonderfully on daily EOD data, but fail miserably in the real world. In fact there are lots...

why 6, 16, 27 ? why not 7, 15, 30 ? The market changes. You need to vary the inputs to see if your outputs are stable.

For 'strategies' you will need to go to specific software product sites such as TradeStation, Wealth-Lab, eSignal, AmiBroker etc. But I think you need to subscribe to their products before you can get on their bulletin boards - and of course you would need a good understanding of their...

55 points per trade. 1-2 trades per day. That's an awful lot of money, especially for a mechanical day-trade system. Sorry to be cynical but it doesn't sound like it will work in the real world to me. But good luck anyway.

That's very surprising! How have you tested? I assume it isn't with TradeStation (or similar). What %age of limit orders get filled? What timescale are you using (5 min, daily)? Thanks

This is a well known 'nonsense' system. Most of the trades won't be hit (because they are limit orders) and, by definition, the ones that are hit will be the overall worst trades.

Turkey is not a member of the EU. Nor is it likely to be for a long time. There are separate talks with Turkey about accession but these are unrelated to the Constitution. The EU Constitution says nothing about Turkey. Within the EU votes are allocated by the size of your country...