TradersStudio Professional Released

Hi,
Thanks for the quick reply.

I've had this product for a while now and it's still surprising me...

Quote from Murray Ruggiero:

This current implementation has a weakness. We only use the current active contract. We could use the active contract as mom series and the previous contract as independent1. Then we could deal with having active data for longer lookback periods.
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Also, what I think you're referring to here is the ability to define your own rolling criteria? And also, to be able to calculate entries based on first contract, which may not have enough history yet for signal creation, but place the order on the next contract right?

This is quite a powerful capability because it gives the end user flexibility and control. That's an often over-used term. But in this case it's true.


Thx
D
 
Quote from fundjunkie:

Hi,
Thanks for the quick reply.

I've had this product for a while now and it's still surprising me...



Also, what I think you're referring to here is the ability to define your own rolling criteria? And also, to be able to calculate entries based on first contract, which may not have enough history yet for signal creation, but place the order on the next contract right?

This is quite a powerful capability because it gives the end user flexibility and control. That's an often over-used term. But in this case it's true.


Thx
D
More...

Correct, we can use multiple data streams to handle this historical data problem on rollover.
 
Hi,
Am I right in thinking that this code needs to be run from a tradeplan? And a session will need to be set up for earch contract instance?

If so, shouldn't the "ok to trade" logic sit at the tradeplan level?


Thx
D
 
Quote from fundjunkie:

Hi,
Am I right in thinking that this code needs to be run from a tradeplan? And a session will need to be set up for earch contract instance?

If so, shouldn't the "ok to trade" logic sit at the tradeplan level?


Thx
D
More...

If you set the session up right it can get run from a session.

We could also designed tradeplan logic for this also.
 
Quote from fundjunkie:

BTW, are the "From Dates" and "Too Dates" taken from Pinnacle or elsewhere?

How did you derive those numbers?


Thx
D
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Yes using pinnacle rolls
 
Hi,
I've set this up and the logic works well. But there is a flaw with the implementation.

At the end of each contract all positions are exited. These would need to be reinstated against the next contract. That is, the positions will need to be rolled over. And, it would need to be exit at the open and reenter at the same open of the new contract.

Do you agree? Is this an issue?


Thx
D
 
Quote from fundjunkie:

Hi,
I've set this up and the logic works well. But there is a flaw with the implementation.

At the end of each contract all positions are exited. These would need to be reinstated against the next contract. That is, the positions will need to be rolled over. And, it would need to be exit at the open and reenter at the same open of the new contract.

Do you agree? Is this an issue?


Thx
D
More...

Yes, you are correct but I was trying to keep it simple. You would need to set these like you do intermarkets so you can access multiple contracts as independent1,independent2 ect.
 
Quote from RobertG:

Does your product have an API access to stream live data?
From what I saw CSI is end of day data only.

RG
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It's a offline , product. You can backtest down to 1 min bars, but it's meant to trade systems based on end of day data.
 
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