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v101

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  1. Hello; I am a newbie at Tradestation development. I am trying to develop a simple indicator so I can input overnight start times and overnight end times and have Tradestation plot the high and low from this time period. I have tried a few different ways, having some success, but not doing exactly what I want. Here is the first code I tried to develop: Inputs: Starttime (1630), EndTime ( 0930); Vars: PeriodHigh(0), LastPeriodHigh (0), PeriodLow(999999), LastPeriodLow (999999); If T > Starttime and T < EndTime then Begin If H > PeriodHigh then PeriodHigh = H; If L < PeriodLow then PeriodLow = L; End; Plot1( PeriodHigh ); Plot2( PeriodLow ); This seems to work, but doesn't catch the Low's for some unknown reason see the screen shot. PLOT1 appears to have caught the HIGH, but PLOT2 isn't correctly plotting the time period LOW. So I modified some other code I have and tried indicator version2 a bit different, but here is what I tried doing: inputs: int ONightStart( 1630 ), //The start time of user defined session int ONightEnd( 0930 ), //The end time of a user defined session OverNightSession(1), // Plot overnight session HIGH / LOW OffSetF(.0005), LookBack(25); vars: Var0( 0), bool ONightSession( False ), // True when in Overnight Session bool InSession( False ); // True when in session begin ; ; Var0 = CLOSE * OffSetF; If T > ONightStart and T < ONightEnd then ONightSession = True; Begin If OverNightSession = 1 and ONightSession = True then begin If HIGHD( 0) <= HIGHEST( HIGH + Var0, LookBack) and HIGHD( 0) >= LOWEST( LOW - Var0, LookBack) then PLOT2 (HIGHD( 0), "OvernightHigh"); If LOWD( 0) <= HIGHEST( HIGH + Var0, LookBack) and LOWD( 0) >= LOWEST( LOW - Var0, LookBack) then PLOT3 (LOWD( 0), "OvernightLow"); end; However when I try to apply this, I get nothing on the screen. Is this because I am trying to use the HIGHD keyword? is the reason it plots nothing because the session time, doesn't have the HIGHD data? Any help is appreciated.
  2. Hello; Preface this with I am a newbie at Tradestation development. I am trying to write some simple indicators and then grow from there, and I am needing some assistance with the seasoned professionals could lend some help. I have an basic indicator I am working on, that will calculate the highest high, or lowest low within a given time frame. I have the following: Inputs: Starttime (0800), EndTime ( 1000); Vars: PeriodHigh(0), LastPeriodHigh (0), PeriodLow(999999), LastPeriodLow (999999); If T >= Starttime and T <= EndTime then Begin If H > PeriodHigh then PeriodHigh = H; If L < PeriodLow then PeriodLow = L; End; Plot1 (LastPeriodHigh); Plot2(LastPeriodLow) However it appears when i apply the indicator to the chart, it is plotting the session high and low, but NOT from the range of times i am using... Not sure why? if anyone could help out, and explain what I might be missing here.
  3. This has been discussed many times in the past, and while I was an active trader years ago, I haven't been as involved in the markets for the past few years. I wanted to inquire what people are using now a days, for charting packages / data feeds, pros/cons, and also if you do any programming of indicators, maybe indicate why you like/prefer the charting package over another. Any comments are appreciated.
  4. I happen to be watching a video and the shop was discussing putting ghost trade orders in, where they dont actually show up. There was some various discussions about this a while back. For my own education, could someone help me to understand this better how these are entered and the orders filled?
  5. Did you look into ADE? (All data everywhere) You could take and create indicators to send data and then have your other chart be the receiver. Its not too hard to create and they work I don't know about back testing.... Sent from my Nexus 4 using Tapatalk 4
  6. I wanted to post this here, to get some comments about Blue Wave Trading (BWT) he sells an automated trading system for Ninja Trader or TradeStation, My experience with this company and the automated system have not been very good, and I wanted to just post some comments so that others that may be considering purchasing this software, can use caution, and make an informed decision before they spend their hard earned money The Automated system uses the "SuperTrend" indicator, which is available for just about every platform out there... So if someone wanted to program this into a strategy on their own, they could do this easily enough.. Using the strategy in live markets, with real money, has resulted in losses, I can attach screen shots of nearly every time I used the system in live markets, and it continued to loose money, even though i used templates that were said to produce $$. Even after a great deal of back-testing, and strategy optimization, I was not able to get the strategy to produce positive income. If anyone else has templates that they are using that make $, would be nice to hear from you, but otherwise I am moving on from using this. to summarize BUYER BEWARE.....
  7. v101

    Time Based Alerts

    this will help me out, I think I can use this as the example and modify my indicator to do this
  8. v101

    Time Based Alerts

    more thinking on this, I was thinking of 2 different input times say END_DAY (1700), \\END OF DAY 1700 (5PM) DAY_SESSION (0700),\\ day session (7AM) DAY_SESSION_ALERT (10), \\ value for day session NIGHT_SESSION_ALERT (2); \\value for night session If TIME > DAY_SESSION ?? then begin if valuex > DAY_SESSION_ALERT than alert if time > Night_session then begin if valuex > NIGHT_SESSION_ALERT than alert Again not sure on this, but here is an idea I am going to test out.
  9. i have a TS indicator that I have made up, and it has an alert that will trigger if certain criteria is met, What I would like to do,:confused: Is to be able to have it set so that instead of running the same indicator 2 times, and set the value for a different number, I would like it so that if the market is in say off hrs trading, it will alert based on the off-hrs value which will be based on certain time of day, then the indicator will alert based off the other time of day say on-hrs, and this will alert based on the other value. If anyone has any examples of this, and using 2 different alerts, with different time of days, I would be greatful
  10. thanks Tam, will read more about this option as opposed to the GV option..
  11. This was one of the links that I found that discussed this, someone asked about if TS SUpoprts higher frames: http://www.traderslaboratory.com/forums/coding-forum/7308-tradestation-coding-help-showing-indicator-one.html
  12. I read several posts on this subject within this forum, if TS can support Multiple Time Frames, and found out that ADE supports this, as well as a TS Global Variable. From reading more about this, it appears that this is just for time based charts, (5MIN/15MIN, etc) what about using a global variable for Different Volume Frames? Say I want to look at a 222 volume frame, and also look at a 444 volume frame, just as an example... Is this possible in TS to do this using a global variable, or would I have to use somthing else. Just figured I'd ask the experts
  13. looks like this was an product that was acquired by TS: TradeStation Acquires the “Grail” Walk-Forward and Strategy Builder Technology Acquisition Brings TradeStation’s Industry-Leading Strategy Trading Platform to a New Level, Further Raising the Bar against Competitors and Weaker Imitations Plantation FL, June 17, 2010 – TradeStation today announced its acquisition of the Grail System “walk-forward” and “strategy builder” software technology and business from its inventor, Wouter Oosthuizen, and his company, Technovest (Pty) Limited. The products acquired include Grail Walk-Forward Optimizer, Grail Genetic Optimizer and Grail Computer Assisted Strategy Builder, together with all other products, enhancements and new features currently in development. These products will be seamlessly integrated with TradeStation’s award-winning, industry-leading trading strategy design, back-testing and automation platform. Both walk-forward testing and a broad strategy builder offering have been a company priority for TradeStation for some time, as the company has long realized that the potential value of its strategy design, back-testing and automation platform could rise dramatically with the addition of these tools to create and optimize back-tested trading strategies. “The Grail Walk-Forward Optimizer should take TradeStation’s strategy back-testing functionality to a new threshold,” said John Bartleman, TradeStation Securities’ Vice President of Product Management. “Once fully integrated and rolled-out as part of our TradeStation Version 9.0, a major-enhancement release that should be out before year-end, traders will have the ability to test the robustness of their strategies at a whole new level. The Grail’s unique model of ‘Walk Forward’ testing allows the trader to see how the strategy he has tested against a historical time period will perform against various unseen market data metrics and time segments within that back-tested time period. The Grail Walk Forward Optimizer performs this multi-dimensional analysis of the strategy and then concludes with a simple ‘pass’ or ‘fail’ based on the simulated performance results. In other words, if the strategy is going to have a better chance of success in real trading, it must first prove its robustness by passing these rigorous metrics analyses performed by the Grail. “The Grail’s Strategy Builder,” Bartleman added, “will significantly help traders build new strategies from scratch without the need for custom EasyLanguage® programming. Using genetic algorithms, the trader will have the ability to scan through millions of strategy permutations in a relatively short period, identify those strategies he believes show potential, and then submit them to the Grail Walk-Forward Optimizer to test their robustness.” “The Grail products all were developed principally with TradeStation users in mind,” said Mr. Oosthuizen. “TradeStation will be releasing some extremely powerful functionality in its upcoming Version 9.0 release which, in my opinion, not only will dramatically increase the Grail’s speed and value, but will take TradeStation to a rarefied position where the barrier of entry for a competitor seems insurmountable. Teaming up with TradeStation, and having the value of its impressive product development and user support resources and expertise, should take the Grail technology to a whole new level as well.” Mr. Oosthuizen will be joining the company full-time at its Florida headquarters on October 1, under a three-year employment agreement, to help lead the efforts to enhance the technology and seamlessly integrate it with the TradeStation platform. The parties have already started working together to achieve these goals. The purchase was made by TradeStation Technologies, Inc., the trading software development subsidiary of TradeStation Group, Inc. (NASDAQ GS: TRAD) which develops and owns TradeStation’s proprietary software, technology and intellectual property. About TradeStation Group, Inc. TradeStation Group, Inc. (NASDAQ GS: TRAD), through its principal operating subsidiary, TradeStation Securities, Inc., offers the TradeStation platform to the active trader and certain institutional trader markets. TradeStation is an electronic trading platform that offers state-of-the-art electronic order execution and enables clients to design, test, optimize, monitor and automate their own custom Equities, Options, Futures and Forex trading strategies. TradeStation Securities, Inc. (Member NYSE, FINRA, SIPC, DTCC, OCC & NFA) is a licensed securities broker-dealer and a registered futures commission merchant, and also a member of the Boston Options Exchange, Chicago Board Options Exchange, Chicago Stock Exchange, International Securities Exchange and NASDAQ OMX. Its TradeStation Prime Services division, based in New York, seeks to provide prime brokerage services to small and mid-sized hedge funds and other firms. The company’s technology subsidiary, TradeStation Technologies, Inc., develops and offers strategy trading software tools and subscription services. Its London-based subsidiary, TradeStation Europe Limited, an FSA-authorized brokerage firm, introduces UK and other European accounts to TradeStation Securities. Forward-Looking Statements – Issues, Uncertainties and Risk Factors This press release contains statements that are forward-looking and are made pursuant to the safe harbor provisions of the Private Securities Litigation Reform Act of 1995. When used in this press release, the words “potential,” “should,” “could,” “upcoming,” “will,” “going to have a better chance of success,” and similar expressions, if and to the extent used, are intended to identify forward-looking statements. All forward-looking statements are based largely on current expectations and beliefs concerning future events that are subject to substantial risks and uncertainties. Actual results may differ materially from the results herein suggested. Factors that may cause or contribute to the potential differences include, but are not limited to, (i) TradeStation’s success in integrating the Grail technology with the TradeStation platform in a timely manner, and in a manner that increases the quality, value and usability of the Grail technology with TradeStation, and produces an enhanced set of features which customers who back-test strategies will find highly valuable and worth paying for, (ii) the ability of TradeStation to release TradeStation Version 9 and its updates as currently planned and TradeStation’s customer base and market finding the improvements in Version 9 as valuable as TradeStation believes they will, and (iii) to what extent the walk-forward technology will, in real-time application and trading, have validated trading strategies that are more likely to succeed.
  14. Just wondering if anyone has ever used, The Grail Tradestation Strategy Builder? :confused: Their web site is: http://thegrailsystem.com/grail-trading-system-frame.htm Just watned to know if it was any good or if there is any other out there, that is good to look at using? Thanks;
  15. thanks for the links, I will read over the posts you suggested.
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