[Tams]

Originally Posted by cunparis »

This is my problem with easylanguage. I don't think it gets ticks when backtesting, at least not using minute bars (I know one can use the look inside but that's limited to 6 months for tick data).
....

forget about backtesting... that's an idea from the last century. It is only good for high level concept proofing, not tick level testing.

for code verifications, you have to do forward testing.

[cunparis]

Originally Posted by Tams »

forget about backtesting... that's an idea from the last century. It is only good for concept proofing.

for code verifications, you have to do forward testing.

I'm concept proofing.

[zapisy]

Originally Posted by cunparis »

if x minutes have elapsed since entry I want to exit.

{simple entry}
If marketposition=0 and C>O then buy this bar on close;
If marketposition=0 and C<O then sellshort this bar on close;

{exit}
var: 
	NumDays( 0 ), 
	NumHours( 0 ), 
	NumMinutes( 15 ) ;

variables: 
	RawDays( 0 ), 
	RawMinutes( 0 ), 
	ExtraDays( 0 ), 
	TotalMinutes( NumHours * 60 + NumMinutes ) ;

if MarketPosition = 1 then
	begin
	RawDays = DateToJulian( Date ) - DateToJulian( EntryDate ) ;
	RawMinutes = TimeToMinutes( Time ) - TimeToMinutes( EntryTime ) ;
	ExtraDays = RawDays - NumDays ;
	if ExtraDays >= 0 and RawMinutes + ExtraDays * 1440 >= TotalMinutes then
		Sell ( "Time Exit LX" ) next bar at market ;
	end ;

if MarketPosition = -1 then
	begin
	RawDays = DateToJulian( Date ) - DateToJulian( EntryDate ) ;
	RawMinutes = TimeToMinutes( Time ) - TimeToMinutes( EntryTime ) ;
	ExtraDays = RawDays - NumDays ;
	if ExtraDays >= 0 and RawMinutes + ExtraDays * 1440 >= TotalMinutes then
		Buy To Cover ( "Time Exit SX" ) next bar at market ;
	end ;

[cunparis]

Ok I feel silly.

I upgraded to TS 8.8 which separates the easylanguage editor into a separate application. BTW So far I'm not liking this "feature" because it takes 10 seconds to open it. But anyway, apparently the help file was split into two, one for easylanguage and one for tradestation non-easylanguage (before there was only one).

So searching the TS help doesn't have anything for entryTime but inside the new TS IDE it does.

Thanks!