Let's say I obtain 50 years of historical stock data from an outside source. Is there a way to use it with TradersStudio, Amibroker, or another program by importing it?
Deciding between Amibroker and Traderstudio
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Let's say I obtain 50 years of historical stock data from an outside source. Is there a way to use it with TradersStudio, Amibroker, or another program by importing it?
But the system is the session. The session data is simply anciliaries to allow the system to run. If you change the system for an already loaded session then you have to reload. I know where you're coming from and it could be different. But it could be a hell of a lot worse too. I accept the session thing because it supports tradeplans - which is one of Tradersstudio's real strengths.
More programmatic control for capable developer types would be nice but that can be offset to a degree by using the API(mostly undocumented) and doing your thing in .Net. I say "can" but should rather say "might" as this is an area I'm at the earliest stages of exploring.
Thx
D
Not to be difficult, but no, I don't understand why I should have to reload a trade plan after I make changes to a session. Tradingblox, Rightedge, Seer Trading, Openquant, etc don't require this and it slows me down by a huge factor. So while I agree that splitting the functionality of the money management from the system is a good idea, I simply don't see why I would have to reload, and why the system simply couldn't determine that there was a change in a session and offer me the opportunity to automatically reload.
This is why I use both Amibroker and TS - because programming systems quickly in AB is just a lot faster - whether from a system design point-of-view, or from an optimization POV. Once I have a good idea of the system, then I move it to TS - but if I could just use one I would.
As for accessing all components via .NET externally, yes - there are a number of options there for the truly talented programmer - which, unfortunately, I am not!
But thanks for all the comments and the sample code - I really do appreciate it. The biggest thing that TS needs to develop is a sizable user community - so anybody that is helping out the community is creating huge value for every TS user.
This is why I use both Amibroker and TS - because programming systems quickly in AB is just a lot faster - whether from a system design point-of-view, or from an optimization POV. Once I have a good idea of the system, then I move it to TS - but if I could just use one I would.
As for accessing all components via .NET externally, yes - there are a number of options there for the truly talented programmer - which, unfortunately, I am not!
But thanks for all the comments and the sample code - I really do appreciate it. The biggest thing that TS needs to develop is a sizable user community - so anybody that is helping out the community is creating huge value for every TS user.
Murray Ruggiero
Sponsor
The reloading of the tradeplan issue is gone in new beta version of professional. You are correct that was a problem. Now the tradeplan will ask you if you want to reload it the first time you run it after changing dependent sessions, so it add just one mouse click after changing a session.
Murray Ruggiero
Sponsor
If you can get it into CSV files yes then you should be able to use it in either program.
I have tried before to understand the advantages of Traderstudio's method for handling stocks splits, but without success. Mind if I give it another go?
For illustrative purposes, assume a stock flatlined at $8 per share beginning January 1, 2006. The board, for some odd reason, decides to do a 2-for-1 split on December 31, 2006 and they do it again a year later.
In that example would Traderstudio use $8 a share for a back test period running from January 1, 2006 to December 31, 2008?
to the OP .. let me do you a big favor... forget about developing something based on the turtle or something like turtle.. it's been done by thousands if not millions of people.
do a search on CTA performance, there is clearly an edge errosion, the return during recent years has been in the mid single digit range, not much better than AA corporate paper, but with much bigger volatility.
It's a no brainer, how do you expect an amateur still deciding between AB or TS to beat pro shops with much more brain and computing power.
Think what you can do to give you an edge.
do a search on CTA performance, there is clearly an edge errosion, the return during recent years has been in the mid single digit range, not much better than AA corporate paper, but with much bigger volatility.
It's a no brainer, how do you expect an amateur still deciding between AB or TS to beat pro shops with much more brain and computing power.
Think what you can do to give you an edge.
Thanks for your response, but I was saying that I was going to practice programming in the turtle method to become comfortable with the programming and to test that I have been able to do it correctly. I am not planning on using the Turtle method, I have my own systems.
Thanks Murray, I will look into the file conversion.
Thanks Murray, I will look into the file conversion.
Murray Ruggiero
Sponsor
Please clarify exactly what you want again. rotational strategy can mean a few things.