TradersStudio Thread

Quote from abarker:

Try again
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Please unzip this. This will leave you a tsz file and a directory with the same name. Go into the tradersstudio editor. and goto File-Import, select the TSZ and import your system.

It will not not enter a new position till it goes flat.

In terms of a given bar which gets hit first, target or protective stop. We have a algorithm which analysis the current bar and at times up to two additional bars back. We use this information to figure out if the high or low of the day happened first. We use that to decide which would of gotten hit first.

If you want better resolution than that you would need to use intra-day data.
 

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Thanks heaps for all of your assistance Murray. I tried the Market Position line but I wasnt using it correctly. As usual once you see it in front of you it all seems far too simple.

Thanks again
 
Hi, i've posted this on another TStudio related thread but i haven't got any replies and it's now slipping down the forum listings, so please forgive me for posting it here too. I hope some of you TStudio users will be able enlighten me.

I'm very seriously considering buying TStudio.

TStudio is not a RT product but supports the use of intraday data in it's backtesting. There's a real lack of data providers listed on the TStudio site.

I'm relatively new to data management and so I'd really like to know either from Murray what data feed set ups are possible and from TStudio users what data set ups they are using.

CSI provide EOD data only, i.e. the smallest interval they support is daily. This is less than ideal. Eventhough i swing trade entering orders when the markets are closed, i want my tests based on intraday data. What intraday data solution(s) for US stocks and Futures do Murray and others recommend? I'd also like to know if the stock data solutions mentioned support data that can be adjusted for splits and divs.

In addition it would be good to know how easy these data feed suggestions are to manage. Can one easy to import lists of lots of stocks, group them by sector etc?

I truely hope there is at least one simple, stable and good value solution...
Cheers
Syn
 
Quote from Synonym:

Hi, i've posted this on another TStudio related thread but i haven't got any replies and it's now slipping down the forum listings, so please forgive me for posting it here too. I hope some of you TStudio users will be able enlighten me.

I'm very seriously considering buying TStudio.

TStudio is not a RT product but supports the use of intraday data in it's backtesting. There's a real lack of data providers listed on the TStudio site.

I'm relatively new to data management and so I'd really like to know either from Murray what data feed set ups are possible and from TStudio users what data set ups they are using.

CSI provide EOD data only, i.e. the smallest interval they support is daily. This is less than ideal. Eventhough i swing trade entering orders when the markets are closed, i want my tests based on intraday data. What intraday data solution(s) for US stocks and Futures do Murray and others recommend? I'd also like to know if the stock data solutions mentioned support data that can be adjusted for splits and divs.

In addition it would be good to know how easy these data feed suggestions are to manage. Can one easy to import lists of lots of stocks, group them by sector etc?

I truely hope there is at least one simple, stable and good value solution...
Cheers
Syn
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In terms of intra-day data you are correct. I have been trying to find sources but it seems that besides the very high priced vendors like Tick, they are all mom and pop services, I have tried to contact many of them and never got a e-mail back. I wanted to work with them and we have over 1000 customers who would be interested in intra-day data for backtesting. I will find a vendor this year. I am continuing to look for a good solution.

The fact that they don't answer me makes me not wait to publicly recommend anyone. I do have a cheap source for stock intra-day data, only about 800 symbols. If you PM me I will share with you , based on that above reservation.

In terms of supporting list the datauniverse file allows you to create stock groups which traderstudio can use. This is a Text file you can create in Excel and use in TradersStudio. You only need to load it once. There are samples of these files included with the product.

The concept of a group manager for CSI stock data is also something we are looking at. If we have enough interest we will develop one.
 
Quote from JaiSreeram:



Thanks Gyles for the informative and well explained report.



However, I have a few questions, as follows:



  1. Suppose we use the same set of parameters, same maxbars, but with different ranges of time period, how should we read the results?
  2. Do we take a long period of time, to remove all bias? Since, economic conditions of the world keep changing, so the way and reasons of the stock market is bound to vary, so how can be sure of the correct analysis?
  3. Moreover, how do we consider parameters, maxbars, and date period, as when I run with different sets, results are bound to differ, so how to be sure of which one is accurate and reliable?

If anyone of you has ever tried out different combinations, please clarify the above, thanks! :)
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I had posted the above earlier, however have not yet got a response, so am posting again.

Please, can anyone answer the above?
 
Quote from Murray Ruggiero:

In terms of intra-day data you are correct. I have been trying to find sources but it seems that besides the very high priced vendors like Tick, they are all mom and pop services, I have tried to contact many of them and never got a e-mail back. I wanted to work with them and we have over 1000 customers who would be interested in intra-day data for backtesting. I will find a vendor this year. I am continuing to look for a good solution.

The fact that they don't answer me makes me not wait to publicly recommend anyone. I do have a cheap source for stock intra-day data, only about 800 symbols. If you PM me I will share with you , based on that above reservation.

In terms of supporting list the datauniverse file allows you to create stock groups which traderstudio can use. This is a Text file you can create in Excel and use in TradersStudio. You only need to load it once. There are samples of these files included with the product.

The concept of a group manager for CSI stock data is also something we are looking at. If we have enough interest we will develop one.
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Hi Murray
thanks for the reply. Your honesty and openess is refreshing and much appreciated. Thanks for the recommend, i'll pm you now.

The ability to create stock groups sounds good. As does the idea of introducing a group manager.
Cheers
Syn
 
Quote from JaiSreeram:

Thanks Gyles for the informative and well explained report.

However, I have a few questions, as follows:

  1. Suppose we use the same set of parameters, same maxbars, but with different ranges of time period, how should we read the results?
  2. Do we take a long period of time, to remove all bias? Since, economic conditions of the world keep changing, so the way and reasons of the stock market is bound to vary, so how can be sure of the correct analysis?
  3. Moreover, how do we consider parameters, maxbars, and date period, as when I run with different sets, results are bound to differ, so how to be sure of which one is accurate and reliable?

If anyone of you has ever tried out different combinations, please clarify the above, thanks! :)
More...

Please explain how you are using different ranges of dates ?.
You are looking for consistant results over time. You can adjust for volatility when evaluating if you are consistant.

I like testing systems as far back as possible and if they did not work before a given period that is ok as long as you can find a reason. One example is a bond system which started working in 1988 because that when they change the open time so bonds open before major reports are released.

You can never be sure your analysis is 100% correct, just if the system is based on a vaild premise that the best assurance you can have. Evaluating a system is like a civil trial not a criminal one.
 
Quote from Murray Ruggiero:

Please explain how you are using different ranges of dates ?.
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Thanks, Murray for the answer. Regarding the question "Please explain how you are using different ranges of dates ?."

Please explain what you mean by valid premise ?
 
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