TradeStation Q & A

yes - but are you limited to EOD data? Intraday (specifically, user defined interval) backtesting on a group of stocks is what I think was being initially addressed. At least, that is what I would like to see.

and yes...a lot of XL crunching with the RINA outputs contained in TS6, but still doable. A more integrated package within TS would be highly desired. My understanding is the at the performance reporting SW portion of TS is being developed within TS now as opposed to rina Systems. Can anyone else verify/confirm this?
 
Originally posted by ZTrader
yes - but are you limited to EOD data? Intraday (specifically, user defined interval) backtesting on a group of stocks is what I think was being initially addressed. At least, that is what I would like to see.

and yes...a lot of XL crunching with the RINA outputs contained in TS6, but still doable. A more integrated package within TS would be highly desired. My understanding is the at the performance reporting SW portion of TS is being developed within TS now as opposed to rina Systems. Can anyone else verify/confirm this?
More...

RINA is hella expensive. Try Wealth-Lab. It's cheaper and does entire portfolio testing..
 
I was talking about the rina SW that is already integrated into the ts6 platform. After you run a strategy performance report, you can export the output into an XL workbook (i.e. by saving the report). Thus you end up with one file per stock that you are running the strategy on.

Run the straggly against 5 stocks and you now have 5 XL workbooks.

Once you run the straggly against the family of stocks in your portfolio, you can create a master spreadsheet which imports the data from each of the individual stock performance reports and then calculates the desired performance indicators, etc., on your portfolio.

Simple, no.
doable, yes.

good luck.
 
Originally posted by ZTrader
I was talking about the rina SW that is already integrated into the ts6 platform. After you run a strategy performance report, you can export the output into an XL workbook (i.e. by saving the report). Thus you end up with one file per stock that you are running the strategy on.

Run the straggly against 5 stocks and you now have 5 XL workbooks.

Once you run the straggly against the family of stocks in your portfolio, you can create a master spreadsheet which imports the data from each of the individual stock performance reports and then calculates the desired performance indicators, etc., on your portfolio.

Simple, no.
doable, yes.

good luck.
More...

Well, that seems like a lot of extra work. But it's doable. I'm not trying to bash TS6. I think it's a cool platform and all. But I'm just saying that WL has all this built-in and will expand even further in the future.
 
At the time, what I was looking for was back testing strategies on the same platform that would be doing the automatic order execution. Not sure what differences there are between TS easy language and wealthscript scripting language interms of the outputs; i.e. coding in TS and in WS may produce different results due to canned functions, etc.

I will need to check out WS some more. Thanks!
 
on Tradestation 6, is there a shortcut that will change the intervals of data on the same window? For example, in the same window you have 2 plots of stock data: data 1 = ABC plotted on 2 min interval. Data 2 = XYZ plotted on 2 min interval.

Currently, if I want to change to 5 min scale, I have to change the format of each of the symbols individually (even though they are plotted in the same chart).

I guess I am looking for a global way to change the time frame of all the data feeds on a chart/window.
 
It looks like Tradestation are feeling the heat from Wealth Lab. It's a shame they have only allowed registered tradestation subscribers to post on the message boards though. It means all those skilled easylanguage coders who still use 2000i will be unable to post code or give others advice developing systems - severely limiting the concept of online "community".

Once again tradestation have made a strategic error in judgement in an attempt to try and protect thier patch. They seem to take great pleasure in finding new ways to piss off 2000i customers.

Runningbear
 
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