Murray Ruggiero
Sponsor
Ok, I will include an example like this with one of the beta releases.
TradersStudio Thread
- Thread starter Gyles
- Start date
Ok, I will include an example like this with one of the beta releases.
Given the type of simulations you appear to be interested in I don't understand, with accuracy in mind, why you don't look to do those tests on intra-day bars.
What you're demanding to get implemented is a botch job which strikes me as senseless given my comments above. I disagree with both the philosophy and the logic of the requirement.
Thx
D
First of all, TradersStudio's main strenght is that it is a portfolio analyzer..... and I do not have intra-day data for the 36 markets I track !
And about "senseless", what is senseless for you is not senseless for me. And I suppose that, for example, having a stop loss on the bar of entry makes sense for 99% of people even if they will then be compelled to devise rules to avoid problems with bouncing ticks.
Moreover, from a marketing point of view, a software company must give its users ample freedom because nobody can know exactly the use other people will want to make of that software: it is possible to conceive countless systems with countless variations of rules, so it is better to have a product the more flexible they can do it.
In reality, I am convinced that I made a very good favor to Murray's company. And I am speking seriously.
And about "senseless", what is senseless for you is not senseless for me. And I suppose that, for example, having a stop loss on the bar of entry makes sense for 99% of people even if they will then be compelled to devise rules to avoid problems with bouncing ticks.
Moreover, from a marketing point of view, a software company must give its users ample freedom because nobody can know exactly the use other people will want to make of that software: it is possible to conceive countless systems with countless variations of rules, so it is better to have a product the more flexible they can do it.
In reality, I am convinced that I made a very good favor to Murray's company. And I am speking seriously.
Hi Murray,
I would like to once again offer my appreciation for making yourself available via this website for the many questions we have.
I am still trying to get Traders Studio to recognise Intra Day Data that I am downloading from TickData.
I use their software to create a data file. I have shown a few lines below from the file.
DATE,TIME,OPEN,HIGH,LOW,CLOSE,VOLUME
02/01/2006,00:30,1279.25,1279.50,1278.75,1278.75,67
02/01/2006,01:00,1278.75,1279.75,1278.75,1279.50,158
02/01/2006,01:30,1279.50,1279.50,1279.25,1279.50,150
02/01/2006,02:00,1279.25,1279.75,1279.00,1279.25,576
02/01/2006,02:30,1279.00,1279.25,1277.00,1277.75,5375
02/01/2006,03:00,1277.75,1278.75,1277.50,1278.50,2454
02/01/2006,03:30,1278.50,1280.25,1278.25,1279.50,5121
02/01/2006,04:00,1279.75,1280.50,1279.50,1279.75,2114
02/01/2006,04:30,1279.75,1280.50,1279.50,1280.00,1881
02/01/2006,05:00,1279.75,1280.25,1279.50,1280.00,998
I use the "Add Data Links" option in Traders Studio and it asks that I set up a TXT file to format the way the data is read.
I go through the process (sample below) but I get an error message.
TXT file is:
delimit=,
skip=1
dt=1
ti=2
op=3
hi=4
lo=5
cl=6
vol=7
oi=0
dtformat=MM_DD_CCYY
tiformat=HH_MM
Can you offer any suggestions as to what I might be doing wrong. The TickData software allows me to setup the data however I want regarding things like comma, tab or space delimiter and whether the date/time has the slash or dash in between ie: MM/DD/CCYY or just MMDDCCYY etc.
Does Traders Studio have a preference that I should be using as a template?
Any ideas (happy to hear from anyone else also, not just Murray)
Thanks again,
Andrew.
PS. I am about to order intraday data from Tick Data for Currency Futures and some indexes (S&P Emini, CAC, FTSE, SPI-Australian Index). Do you have any alternatives as far as suppliers go.
I would like to once again offer my appreciation for making yourself available via this website for the many questions we have.
I am still trying to get Traders Studio to recognise Intra Day Data that I am downloading from TickData.
I use their software to create a data file. I have shown a few lines below from the file.
DATE,TIME,OPEN,HIGH,LOW,CLOSE,VOLUME
02/01/2006,00:30,1279.25,1279.50,1278.75,1278.75,67
02/01/2006,01:00,1278.75,1279.75,1278.75,1279.50,158
02/01/2006,01:30,1279.50,1279.50,1279.25,1279.50,150
02/01/2006,02:00,1279.25,1279.75,1279.00,1279.25,576
02/01/2006,02:30,1279.00,1279.25,1277.00,1277.75,5375
02/01/2006,03:00,1277.75,1278.75,1277.50,1278.50,2454
02/01/2006,03:30,1278.50,1280.25,1278.25,1279.50,5121
02/01/2006,04:00,1279.75,1280.50,1279.50,1279.75,2114
02/01/2006,04:30,1279.75,1280.50,1279.50,1280.00,1881
02/01/2006,05:00,1279.75,1280.25,1279.50,1280.00,998
I use the "Add Data Links" option in Traders Studio and it asks that I set up a TXT file to format the way the data is read.
I go through the process (sample below) but I get an error message.
TXT file is:
delimit=,
skip=1
dt=1
ti=2
op=3
hi=4
lo=5
cl=6
vol=7
oi=0
dtformat=MM_DD_CCYY
tiformat=HH_MM
Can you offer any suggestions as to what I might be doing wrong. The TickData software allows me to setup the data however I want regarding things like comma, tab or space delimiter and whether the date/time has the slash or dash in between ie: MM/DD/CCYY or just MMDDCCYY etc.
Does Traders Studio have a preference that I should be using as a template?
Any ideas (happy to hear from anyone else also, not just Murray)
Thanks again,
Andrew.
PS. I am about to order intraday data from Tick Data for Currency Futures and some indexes (S&P Emini, CAC, FTSE, SPI-Australian Index). Do you have any alternatives as far as suppliers go.
Murray Ruggiero
Sponsor
What is the error message ?.
Can you upload the data file and textinfo.txt for me to test.
Murray,
Can you please give me an email address to send the files to. I have just tried to attach them to a post in this forum but they were rejected as not been a suitable type of file.
If you wish to email me your email address my email address is malperro14@gmail.com
Many Thanks,
Andrew.
Murray Ruggiero
Sponsor
You need to zip them first and then you can upload them. You can also send them to Murray@TradersStudio.com
I posted this on TradersStudio.com but this forum seems to be a bit more active.
I have intraday forex data that I was trying to use in a backtest. Mom series used was 5 min with 15 min and 30 min child series. However when I ran a session just to see if the data was accessed correctly and checked the data sheet, the mom series displayed correctly but the other two data series were not aligning correctly or at all in fact.
Data is set up as follows
19990201,0800,100.00,100.00,100.00,100.00, 50
19990201,0805,100.00,100.00,100.00,100.00, 50
TXTINFO has date format as CCYYMMDD and time format as HHMM.
I don't think the TXTINFO setup is the issue since the mom series looks fine in the data sheet and if I switch mom series e.g. from 5 min to 15 min, the mom series displays fine. The issue is that 15 min data does not match up with 5 min data.
If needed, I can change the formatting of the data to be in any other format if that would help.
Any ideas of how to get the data to align or what the problem might be on my end?
Regards,
Thomas
I have intraday forex data that I was trying to use in a backtest. Mom series used was 5 min with 15 min and 30 min child series. However when I ran a session just to see if the data was accessed correctly and checked the data sheet, the mom series displayed correctly but the other two data series were not aligning correctly or at all in fact.
Data is set up as follows
19990201,0800,100.00,100.00,100.00,100.00, 50
19990201,0805,100.00,100.00,100.00,100.00, 50
TXTINFO has date format as CCYYMMDD and time format as HHMM.
I don't think the TXTINFO setup is the issue since the mom series looks fine in the data sheet and if I switch mom series e.g. from 5 min to 15 min, the mom series displays fine. The issue is that 15 min data does not match up with 5 min data.
If needed, I can change the formatting of the data to be in any other format if that would help.
Any ideas of how to get the data to align or what the problem might be on my end?
Regards,
Thomas
I have a question for Murray, does Traders Studio, Trend Harmony and sys pk still include the S&P and bond system, link below?
http://www.tradersstudio.com/Produc...cmd/CatalogItemDetails/psmid/657/Default.aspx
http://www.tradersstudio.com/Produc...cmd/CatalogItemDetails/psmid/657/Default.aspx
Murray Ruggiero
Sponsor
No the S&P500 and Bond system are different. The performance is much better for the finanical system pack sold seperately. The ones in included in the trend harmony pack are ones I orginally released in 1997-1998. The S&P500 , Bond system package are new systems I released in 2008.