Fed up with Tradestation

Quote from Duker:

As a TS user since the SystemWriter days I have slowly weaned myself from TS. I use wealth-lab for system testing and development but Investor R/T for all charting and indicator applications. As Eddy mentioned the use of MPD in charts was the last thing I needed to shelve push/pop and abandodn TS.

As for a scripting language, IRT does have a SDK which you can use to easily incorporate whatever dll's or external data streams you wish. Th program is quite flexible.

Last but not least the term customer service is not a unique phrase to Investor R/T as it is to TS.

:) :)
More...

Duker,

Thanks for your input. It sounds like you're a happy WL user. Have you compared WL to Neoticker? Can you speak to your prefernce for WL backtesting over others?

My primary interests in backtesting are the use of bid/ask and tick data in testing, the ability to parse time into seconds with the scripting language, and thus the ability to transfer a signal from one indicator to a realistic execution on a second symbol in backtesting.

Your thoughts are highly appreciated.

Thanks
 
Quote from vanilla2:



Duker,

Thanks for your input. It sounds like you're a happy WL user. Have you compared WL to Neoticker? Can you speak to your prefernce for WL backtesting over others?

My primary interests in backtesting are the use of bid/ask and tick data in testing, the ability to parse time into seconds with the scripting language, and thus the ability to transfer a signal from one indicator to a realistic execution on a second symbol in backtesting.

Your thoughts are highly appreciated.

Thanks
More...


I am happy with Wealth-lab primarily because it was a pretty easy transition from TS. I don't devle below the minute threshold and I may be mistaken but I don't believe you can in WL yet. I think that may be a 3.0 addition. Again, it may be possible now so please verify. My interest in WL was the portfolio testing capabilities which were not available in TS. Also being able to test various baskets against a peusdo index which you can create with their add-in was a great time saver for me in the baskets that I trade.

The WL community is good and Dion seems to try and respond to uses request in a fairly reasonable time frame.
 
Quote from lhclin:



You can use a feature call gheap in NeoTicker to communicate
variables between different indicators (in different charts/quote
windows/scanners).

Gheap is like shared memory. It is not a event sending
scheme.
More...

lhclin,

Let's say, I make a calculation on a tick chart using an indicator and send the value to gheap after every tick. Do the variables in gheap get a timestamp with seconds resolution? I have a second tick chart and for every new tick that I get in this chart, can I recall the latest value (from the first chart's indicator) in gheap without any significant delay like within less than a second?

A second question. Can I create the following in one single chart?

[250-tick bar NQ]
[500-tick bar ES]
[3-minute bar NDX]
[10-minute bar SPX]
[1-minute bars for 200 stocks but they are plotted as hidden and indicators make calculations on them]

Thanks.
 
Just a couple of bits of info I have gleaned that people might find useful.

1. You CAN create systems based on 1 tick data in Tradestation. I have done this on TS2000i and also TS6. You just can't access other datastreams at the same time unless you have a global variable DLL.

2. the alternate route to automated system trading using easylanguage seems to be:

a/ Use Ts 2000i.
b/ IB as broker.
c/ DTN IQFeed ($50/mo).
d/ RTSoft On Demand Server to feed TS2000i with IQFeed ($234)
e/ Use Tradebolt to execute easylanguage script on IB (free)

Apart from the initial costs of TS2000i and RTSoft ODS this halves your monthly costs compared to TS7. Another upside is that you can do this with 3-4 other data providers thru RTSoft.
The downside is that you will have 4-5 separate programs running at once which might be a little messier than the all-in-one TS7.
 
Indeed, you can access ticks in TS, using the stop word in your entry code, but it doesnt work on multi-symbol strategies. A critical limitation for me.

I actually installed tradebolt the other day to try it with TS7, and TS crashed two or three times when TB was running, so I got rid of it. Has anyone had this problem?

I also found it somewhat annoying that Tradebolt runs a server process even when the app isnt launched, and that it doesnt come with an uninstall exe.

Other options for TS7 auto via IB?

I wish TS would add the Neoticker functionality of combining tick/second/minute timeframes in one chart.
 
Quote from chinook:



lhclin,

Let's say, I make a calculation on a tick chart using an indicator and send the value to gheap after every tick. Do the variables in gheap get a timestamp with seconds resolution? I have a second tick chart and for every new tick that I get in this chart, can I recall the latest value (from the first chart's indicator) in gheap without any significant delay like within less than a second?

A second question. Can I create the following in one single chart?

[250-tick bar NQ]
[500-tick bar ES]
[3-minute bar NDX]
[10-minute bar SPX]
[1-minute bars for 200 stocks but they are plotted as hidden and indicators make calculations on them]

Thanks.
More...

In NeoTicker. time stamps are easily accessible so you can store them as a variable in gheap. Functions are available to let
you convert the timestamp in seconds.

As for delay, it depends. As gheap is shared memory, not
event, the other indicator has its own calculation loop. If the
other indicator is linked to something that is frequently traded like
ES, it will be evaluated fast enough without much delay.

As for plotting these instruments in a single chart, no problem.
This is what NeoTicker is designed for.

For the 1-minute bars for 200 stocks, although you can add them
all to a chart, you can also created user defined symbols the
combines the 200 stocks. User defined symbol is just like
any other symbol. Once you defined it, it is accessible in any charts, any quote window, etc.
 
tomwade

http://www.traders-soft.com/ts/ods/index.htm

vanilla,

Just use a global variable like pushpop. I use one similar.

This is the thing with ts (2000i anyway). Because it is a standard, if it won't do something there is an addon program somewhere that will make it do it. Hell, program a dll yourself. But I bet you wont need to. Someone somewhere has already programmed what you need.

We might moan about the software but to be frank I have gone off to the likes of Wealthlab etc only to return to TS realizing it wasn't so bad after all. A simple example of this is that TS can cope reasonably speedily with testing on 10 years of 1 minute data. WL can't.

Now if they could just sort out their datafeed...:eek:

by the way has anyone noticed how other vendors are circling around this thread like vultures (or ambulance chasing lawyers, whichever similie you prefer)? No problem with it. just find it kinda funny is all. :D
 
Chinook

IMHO Opinion as mr JayF is triyng to suggest , why do not take a free tour on the last ESIGNAL AGET 7.4 GOLDEN release ?

http://www.esignal.com
Download it , get accustomized for a little while than come to
http://www.esignalcentral.com register fast and be part of the community .
You will have all the answer plus you can get the online explanation video classes......

More than this.

Cordially

Fabrizio



Quote from chinook:



lhclin,

Let's say, I make a calculation on a tick chart using an indicator and send the value to gheap after every tick. Do the variables in gheap get a timestamp with seconds resolution? I have a second tick chart and for every new tick that I get in this chart, can I recall the latest value (from the first chart's indicator) in gheap without any significant delay like within less than a second?

A second question. Can I create the following in one single chart?

[250-tick bar NQ]
[500-tick bar ES]
[3-minute bar NDX]
[10-minute bar SPX]
[1-minute bars for 200 stocks but they are plotted as hidden and indicators make calculations on them]

Thanks.
More...
 
Quote from lhclin:



In NeoTicker. time stamps are easily accessible so you can store them as a variable in gheap. Functions are available to let
you convert the timestamp in seconds.

As for delay, it depends. As gheap is shared memory, not
event, the other indicator has its own calculation loop. If the
other indicator is linked to something that is frequently traded like
ES, it will be evaluated fast enough without much delay.

As for plotting these instruments in a single chart, no problem.
This is what NeoTicker is designed for.

For the 1-minute bars for 200 stocks, although you can add them
all to a chart, you can also created user defined symbols the
combines the 200 stocks. User defined symbol is just like
any other symbol. Once you defined it, it is accessible in any charts, any quote window, etc.
More...

Louis,

When you say user defined symbol that combines 200 stocks, do you mean I can do operations on these stocks and assign a variable to the result and call that variable from a chart?

For instance can I do the following :)

holy_grail= 10*symbol1 + 0.5*symbol2 - 100* symbol3+
Volume of symbol1 / Volume of symbol3 + ....

and plot holly_grail variable in a tick chart of ES?

If I can, where do I define this variable?

The reason for this strange question is because, in Tradestation, I have to plot all these symbols in one chart and then use an indicator to calculate "holly_grail" variable.


Thanks again,

Chinook
 
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