Programming your Trading Ideas in TradersStudio and TradeStation

[droskill]

Consider it an average judging from the text.

 

[CPTrader]

Quote from droskill:

Sorry should have been more specific - what I find challenging is the idea of getting data into the program on a regular basis. I can do one-off tests no problem, but if I want to have, say, the data for the SPY sucked into Excel every day and have my spreadsheet update correctly, I end up doing a ton of manual work. While on the other hand, once I've got a system built in Tradersstudio, I can just run it again.

I agree; that was my point....consider Excel as your prototyping vehicle. Then use your trading platform of choice for loading data and historical backtesting. I wish Excel could handle the data loading and historical backtesting but unfortunately that capability is not yet in Excel.

 

[TraderSystem]

Can you explain to me Entry and Exit order combinations with named signals. I want a given exit to only exit a given entry?

 

[JaiSreeram]

Thanks, Mr. Murray for opening this thread. It shall help us TradersStudio users a lot, especially those who fear or dislike programming.

 

[Gyles]

Please may I know as to whether there is any way to disable a given entry after you exit it on a protective stop?

 

[droskill]

Murray - any follow-up on this thread?

 

[Murray Ruggiero]

Sorry, I am on deadline for my Futures Article and trying to finish it. Will be actively posting again in a day or so.

 

[TraderSystem]

Quote from TraderSystem:

Can you explain to me Entry and Exit order combinations with named signals. I want a given exit to only exit a given entry?

Please give the answer.

 

[Murray Ruggiero]

Quote from TraderSystem:

Can you explain to me Entry and Exit order combinations with named signals. I want a given exit to only exit a given entry?

Let's look at the following

If Close>Average(Close,30,0) then Buy("SignalName1",1,0,market,day)

  Buy("SignalName2",1,Highest(High,20,0),stop,day)

  Exitlong("LESign1","SignalName1",1,lowest(Low,25,0),stop,day)

In this case if we are long using signal name "SignalName1" we will have a stop at the 25 day low. If that SignalName1 is flat, and we are only long from SignalName2, the protective stop order will not be placed.

 

[Murray Ruggiero]

Quote from Gyles:

Please may I know as to whether there is any way to disable a given entry after you exit it on a protective stop?

The new beta has disableentryafterexit. It works as follows"
DisableEntryAfterExit(EntrySignalName,ExitSignalName,Condition to reenable)

so

DisableEntryAfterExit("EntrySignalName","ExitSignalName",barsinceexitplus("EntrySignalName")=10)

This will not enable EntrySignalName to trade until 10 days after it's has last been exited.