Trade2Win Forums - TradeStation

Questions regd Tradestation/Ninjatrader for automated trading

pb273 — Wed, 18 Nov 2009 00:15:36 GMT

I want to explore Tradestation or Ninjatrader for doing automated trading (I need to be totally hands off). I have a few questions to ask regular users of automated trading.

My key requirements are:

1. My model gives a buy/sell signal after the close of a day, and needs the trading to occur on subsequent data (say using VWAP or any other algo). Can I code in to Tradestation (or Ninjatrader) which can check before market open if there have been any new signal generated after the previous day's close and then automatically places a VWAP (or any other similar algo) for buy/sell? Is it possible to code instructions for VWAP trading via Easylanguage?

2. The model utilizes external third party non-price data. Can I re-code the model (currently backtested in Matlab) in Easylanguage/Tradestaton (or Ninjatrader) which can automatically check and then "upload" or somehow "read" the third party non-price data from my PC (to generate the buy/sell after the close of each day)?

3. Can the coding in Tradestation (or Ninjatrader) handle multi-security models? E.g. can the codes be written to handle pair trades? Also, can I code some portfolio construction rules in Tradestation (or Ninjatrader), for example codes to achieve "get the total current account equity" and "get the equity currently allocated in say each of the 8 equities & the cash" and then "redistribute the equity invested equally among each of the 8 equities"?

4. Finally, is it better to code in Tradestation directly or use Ninjatrader to trade via Tradestation?

I will be grateful if someone can respond.
Thanks.

(sorry for repeating the same question on platforms->brokerages! didn't realize that there is a dedicated tradestation forum.)

Position sizing Method

noisytrader — Tue, 10 Nov 2009 15:24:55 GMT

:clap: Hi I am trying to write the code in tradestation for position sizing og larry williams with series of winning and losing trades that wrote in this book http://www.amazon.com/Definitive-Gui.../dp/0930233360 in the page 187 , or if you prefer you can obtain information about that in this manual in the page 64 http://www.adaptrade.com/MSA3UsersGuide.pdf .. can somebody help me with that code.. really i have tried it but is really impossible..

thanks my email is noisetrader@hotmail.com

Load Stocks

Gbase — Sat, 07 Nov 2009 20:07:33 GMT

Hello.
In the text there can be errors!!!

Prompt in what format it is necessary to load actions for Tradestation. A format xpo.
My TS does not reproduce xpo.

From what site it is possible to load the data under actions NYSE for Tradestation. Please write more in detail a way.

Whether it is possible to load actions in Tradestation without Global Server??

Elder Force Index

Gbase — Sat, 07 Nov 2009 19:55:31 GMT

Hello.
I from Russia therefore in the given text can be gramatic errors!!!
I use Tradestation and at this forum have found a code of such indicator as Elder Force Index. I have loaded this code in Easy Language and the indicator has appeared in the program.

I have video where Dr. Elder considers the Russian actions using Force Index. I have decided to compare the indicator from it. My indicator showed the same but it was very sharp, and at Dr. Elder
It has been smoothed. How it is possible to smooth this indicator that it showed the basic market changes?????
I tried to change number of days from 10 to 15
resalt the negative. On video at Dr. Elder the indicator has been adjusted for 13 days

EL Date and Time -> Excel Format

skan — Fri, 30 Oct 2009 17:28:54 GMT

Hi

I'm trying to create an indicator that in each bar write the price (or anything else) and and date and time to a file.
Then I want to import it from excel.

The problem is that their format are different.
I've tried different Easylanguage in order to write to a file and many Excel date&time commands in order to manipulate them, but it's quite difficult for me.

Could someone send me the EL date and time -> Excel proper instructions, please
I'm not sure if the best way would be to break down tradestation output to year, month, day, hour and minutes,
or export everything as string
or use the Julian format.

thanks

Value of X at certain time (easy language)

belflan — Thu, 29 Oct 2009 21:40:55 GMT

I'm trying to capture the value of instrument at a certain time of day, and then compare it to its current value. I was thinking;

IF ( VALUEofX) < ( VALUEofX at time 1400) then begin;

but the computer said no..

Easy Language to AFL

fxtr — Tue, 27 Oct 2009 21:13:27 GMT

Hello Fellow Traders!

Does anyone here have knowledge in both Easy Language and AFL coding (Amibroker)?

I'm asking because I want to transform an Easy Language code into an AFl code.

It's a short code.

Thank you!

How to make line invisible?

Pimpsta — Tue, 27 Oct 2009 13:08:22 GMT

Hi, everyone.

I'm making original indicator.
But I don't know how to make line invisible.
I plot SetPlotWidth(1 , 0), but line does not disappear:-0
If you know how to, please teach me!!:help:

Thank you.:)

Low's Average of All Hourly Bars for Each Day -- code help

nunoonline — Mon, 26 Oct 2009 10:48:03 GMT

Hi,

in easylanguage, how can i have the low's average of all hourly bars for each day?

thank you for your help

Nuno