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same, texas

just wondering how the setup would behave if you used globalserver for multicharts data feed. sounds a bit like overkill.. but you might benefit from having all your data on globalserver , vs the refresh via IB at every startup. i know MC has that option, but i've never heard anyone address it...

huh? are you referring to MC? it's a standalone app on your machine..

why not Multicharts? i understand most of TS strats will transfer to multicharts. and.. mc will connect to IB :)

Max, thanks for the write-up :) nice history you put together. i have been using the traderAssisstant method for about 2-3 months now. (on sim account only). and have fair results. fair reliability. there is 2 methods they include, 1) order execution via the trackingcenter from TS2000i...

i have used this method to allow for a longer data set for backtesting strats. it's a poor mans way i suppose.. it's not a continuous contract, just a continuous data set. i have edited the data to adjust gaps at contract change-over. (under edit symbol in gs). this can be tedious as well...

there is a way..it's a bit tedious.. but i have done it. let me see if i can explain the process. say you have 3 hsi symbols you wish to combine. HSI M7 HSI U7 HSI F7 export HSI F7 data (and save for futher use). then delete the symbol. change the name of HSI U7 to HSI F7. now...

Nonlinear, i don't understand why you assume frosty hasn't allowed for slippage/ commisions. isn't that standard procedure? if frosty did allow this.. wouldn't that rule out your theory?

i'm in a similar position as you.. i started out by.. *purchased tradestation 2000i on ebay. (it's a standalone, so i can work at my own pace. no monthly fees) *opened account w/ IB.. allows a decent data feed, 10$/ month if no trading activity. (this method does require a 3rd party app...

Max, so if i wanted to hook my strat up to IB.. (ts2000i) do i make the signal (w/ all my exits included?) in 1 file according to the examples listed? or.. could you build the strat w/ multiple files(buy/sell - exits).. assuming they are all compatable w/ twslink? if so.. which is...

sry, but is this simply a test to verify that the system is executing the entry properly as coded. in other words.. to detect possibly errors in the signals? otherwise, i'm not sure i follow what this exercise is for.. thx bb

i know frosty has taken these precautions. he discussed this in response to 1 of my many questions (in this thread actually).

a good ATS gets it's Mojo over the long term. given time, it'll make profit. that's what it does.. let's get dat Mojo risin :cool:

it's hard for me to subscribe to the premise that "market conditions have changed" , hence .. the strat becomes ineffective. of course, ima n00b.. :) but after all, it's just price.. it goes up, it goes down. i have thought that maybe the ATS i've built might have an inherent long bias built...

:P closing in on a "Buy zone" ?

cool thx for the replies.. i'll try and keep questions to a minimum going fwd. :p

Frosty... have you mentioned what software / order management application you utilize? does it run unatttended? very important part of any ATS i think. i'm curious as to how you've set this up, esp since i'm probably using the budget basement model. bb

thanks Trader07 for the feedback.. i appreciate the input. what i do is setup the parameters on the sampled data, then peek at out of sample. if it crashes on out of sample i go back to square 1. if it remains profitable i proceed. during the process, i'm sure that curve fitting will...

thank you Frosty, that makes sense. i've spent a ton of time working on my own bot, and it never occurred to me to start/stop w/ rth. interesting..

have another question Frosty, how do you manage the process of becoming flat at the end of RTH? does the system close any position and re-enter the next day? (assuming it's still valid). or does it start fresh each day, and wait on new setups? wouldn't it be simpler (and possibly more...