Automating the creation of several windows with strategies in TradeStation

[garchbrooks]

Say I have a strategy that works on hundreds of stocks, but that I don't want to create a window for each stock that it can apply to. Is there ANY way at all to prepopulate a few hundred windows and write all the parameters in, or am I stuck having to put this stuff together by hand for each chart window? I want to create all of the windows with the strategy applied, then manually optimize each one as I see fit.

Btw, is there any way to do this in other retail platforms, like NinjaTrader or other similar programs?

I asked the TS forums about this also, but usually I find someone else on ET almost always knows the answer.

 

[psytrade]

This requires zero work in amibroker.

 

[Mike805]

Quote from garchbrooks:

Say I have a strategy that works on hundreds of stocks, but that I don't want to create a window for each stock that it can apply to. Is there ANY way at all to prepopulate a few hundred windows and write all the parameters in, or am I stuck having to put this stuff together by hand for each chart window? I want to create all of the windows with the strategy applied, then manually optimize each one as I see fit.

Btw, is there any way to do this in other retail platforms, like NinjaTrader or other similar programs?

I asked the TS forums about this also, but usually I find someone else on ET almost always knows the answer.

Get familiar with the .placeOrder macro and rework your strategies so that they trade from RadarScreen. RS is way more efficient and robust and you can run your strats on up to 2k symbols in real time tick-by-tick.

Mike

P.S. I think Amibroker is a terrific product and its one of the best tools for backtesting available - that said, I would not autotrade with it.

 

[garchbrooks]

Quote from psytrade:

This requires zero work in amibroker.

It's always one thing or another in every platform. I've never found a platform I like, other than the ones I write myself. And for the ones I write myself, the sheer amount of effort required to implement everything leaves features lacking also. So it's a no-win situation. It is what it is.

 

[garchbrooks]

Quote from Mike805:

Get familiar with the .placeOrder macro and rework your strategies so that they trade from RadarScreen. RS is way more efficient and robust and you can run your strats on up to 2k symbols in real time tick-by-tick.

Mike

P.S. I think Amibroker is a terrific product and its one of the best tools for backtesting available - that said, I would not autotrade with it.

Can you actually generate backtest reports and optimize strategies for baskets on radarscreen? I've got every window up for every component in a basket, and it's becoming a nightmare.

 

[Mike805]

Quote from garchbrooks:

Can you actually generate backtest reports and optimize strategies for baskets on radarscreen? I've got every window up for every component in a basket, and it's becoming a nightmare.

You can export historical trades from radarscreen using custom code but you can't optimize. That said, just get amibroker to do portfolio level testing, AB is such a better tool than TS in that regard. You can also export and filter TS historical data into AB.

 

[garchbrooks]

Quote from Mike805:

You can export historical trades from radarscreen using custom code but you can't optimize. That said, just get amibroker to do portfolio level testing, AB is such a better tool than TS in that regard. You can also export and filter TS historical data into AB.

1) Can you export historical trades from the charts system? I've been trying to figure out the PnL from a strategy without having to save the reports. Is there a better way?

2) How do I export and filter the data? The view-data window?

Btw, thank you for your time answering me.

 

[Mike805]

Quote from garchbrooks:

1) Can you export historical trades from the charts system? I've been trying to figure out the PnL from a strategy without having to save the reports. Is there a better way?

2) How do I export and filter the data? The view-data window?

Btw, thank you for your time answering me.

I'm not going to re-explain the details of the above because its been explained in depth on the TS forums. Its primarily a matter of tracking down the snippets of code that some very adept and generous TS members have posted.

Time for you to spend some time doing research homework on the TS forums. Good luck, its a rich & vast resource but worth your time.

Mike

 

[garchbrooks]

Quote from Mike805:

I'm not going to re-explain the details of the above because its been explained in depth on the TS forums. Its primarily a matter of tracking down the snippets of code that some very adept and generous TS members have posted.

Time for you to spend some time doing research homework on the TS forums. Good luck, its a rich & vast resource but worth your time.

Mike

Fair enough. I've seen enough of your posts on ET that you've done more than enough for the community, so I will take your advice.

Mind if I ask you how long you've been using TS, and what type of time-frames you've been able to pull trades off on TS?

 

[Mike805]

Quote from garchbrooks:

Fair enough. I've seen enough of your posts on ET that you've done more than enough for the community, so I will take your advice.

Mind if I ask you how long you've been using TS, and what type of time-frames you've been able to pull trades off on TS?

I've been a user since 2006. I trade mostly intraday, futures and stocks on a tick-by-tick basis, i.e. i generate most of my orders intrabar but my holding time is usually 3-5 hours. Futures I use TS as the broker, Stocks I route to IB or via TS depending on size and availability.

Something to keep in mind - I do feel a little boxed-in by TS, i.e. I've created a fairly sophisticated operation that relies on their platform as the main data source order generation engine and not much of my stuff is portable to another platform. This sits OK with me, not great, but OK mainly because I think TS will be around for a while.

How far do you want to go with a fully automated solution? What are your goals? IMO TS is one of the best values out there for what you get, but, you do get sucked into their world of EasyLanguage and it becomes tougher to leave after you've put in the effort...