wants help in Tradestaion Programming

ramram12

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I like to do the following things in Radarscreen of Tradestation for intra day trading as well as back testing using monthly,weekly daily time frames in Radar screen itself by running the data artificially in Radarscreen . i want for both online and back testing in all desired time frames for integrating time frame oriented works
1) First I want to create one / or several complicated patterns
2) One particular pattern should happen in monthly time frame(ALSO IT CAN BE ONE HOUR TIME FRAME instead of MONTHLY )
3) Then I put a condition to enter into a lower time frame
4) Then enter into the next time frame of WEEKLY ( ALSO IT CAN BE HALF HOUR TIME FRAMEif the above time frame is one hour) after meeting the createria for entering and then check for another or the same as above specified pattern in that time frame.
5) Then enter into daily time frame( IT CAN BE 15 MINUTES TIME FRAME IF THE FIRST TIME FRAME IS One hour) after meeting the creteeria for entering and then check for a speified pattern or same pattern in that time frame.
6) Repeat the same for 4 hours time frame if needed.
7)This type of time frame intergared patterns to be identified in the 300 scrips online in Radar screen every 5 seconds
8) For each scrip there will be a calculation of RSI or Moving average or any other occilator or
indiacator or anyother tool ( wants facility to calculate complicated mathamatical model tool also)
9)There will be about 5 to 10 tools for each scrip should be calculated
10) Then the time frame integrated patterns occuring scrips (up to 300) will be SORTED BASED on the first coloum of occilator or indicator AND THEN sorted again based on the second coloum of the indicators for all the 300 scrips and then third one, then fourth one and so on till the 10th tool's coloum .
The final 10th sorting top 5 or 10 scrips are brought on top and others are hidden or deleted. THIS IS THE FINAL REQUIREMENT. THIS PROCESS SHOULD BE CONTINEOESLY DONE ON INTRADAY RADAR SCREEN FOR DESIRED TIME FRAMES SAY 2 hours /1 hour/34 min this three time frame integration or similar 4 time frame or only 2 timeframe of user defined any desired timeframe integrated to find the final output and sorted for 2 to 10 tools for each scrip in seqential order or in other words sorting takes place one by one seqentially for that patterns and 5 items or desired number of iscrips are selected and remaing scrips are hidden or removed. ALSO BACK TESTING WITH MONTHLY/14 DAYS/ 8 DAYS/WEEKLY/DAILY/ OR USERDEFINED DAYS OR HOURS BY RUNNING THE DATAS (WANTS KNOW THE FACILITY TO RUN THESE DATAS OFF LINE ) AND CALCULATE THE 10 DIFFERENT INDICATOR OR OCCILATORS IN DIFFERNT COLUMS AND SORT SEQENTIALLY TILL THE FINAL COLOUNM. This is the requirement.
Put it in precise:
1. Does tradestation Radar screen has facility to calculate complicated mathamatical model occilator or indicator or any other tool.
2. Does tradstation RADAR SCREEN has the facilty to sort the coloums seqentially one by one CONSIDERING EACH COLOUM CONTAINS ONE INDICATOR OR SIMILAR IETM FOR ALL THE 300 SCRIPS
3. Is Time frame integration for serveral time frames for diffent patterns in each timeframe possible In Radar screen.
4. DOES Radar screen has facilty to run the offline datas from a data base as it runs with online data.
 
I like to do the following things in Radarscreen of Tradestation for intra day trading as well as back testing using monthly,weekly daily time frames in Radar screen itself by running the data artificially in Radarscreen . i want for both online and back testing in all desired time frames for integrating time frame oriented works
1) First I want to create one / or several complicated patterns
2) One particular pattern should happen in monthly time frame(ALSO IT CAN BE ONE HOUR TIME FRAME instead of MONTHLY )
3) Then I put a condition to enter into a lower time frame
4) Then enter into the next time frame of WEEKLY ( ALSO IT CAN BE HALF HOUR TIME FRAMEif the above time frame is one hour) after meeting the createria for entering and then check for another or the same as above specified pattern in that time frame.
5) Then enter into daily time frame( IT CAN BE 15 MINUTES TIME FRAME IF THE FIRST TIME FRAME IS One hour) after meeting the creteeria for entering and then check for a speified pattern or same pattern in that time frame.
6) Repeat the same for 4 hours time frame if needed.
7)This type of time frame intergared patterns to be identified in the 300 scrips online in Radar screen every 5 seconds
8) For each scrip there will be a calculation of RSI or Moving average or any other occilator or
indiacator or anyother tool ( wants facility to calculate complicated mathamatical model tool also)
9)There will be about 5 to 10 tools for each scrip should be calculated
10) Then the time frame integrated patterns occuring scrips (up to 300) will be SORTED BASED on the first coloum of occilator or indicator AND THEN sorted again based on the second coloum of the indicators for all the 300 scrips and then third one, then fourth one and so on till the 10th tool's coloum .
The final 10th sorting top 5 or 10 scrips are brought on top and others are hidden or deleted. THIS IS THE FINAL REQUIREMENT. THIS PROCESS SHOULD BE CONTINEOESLY DONE ON INTRADAY RADAR SCREEN FOR DESIRED TIME FRAMES SAY 2 hours /1 hour/34 min this three time frame integration or similar 4 time frame or only 2 timeframe of user defined any desired timeframe integrated to find the final output and sorted for 2 to 10 tools for each scrip in seqential order or in other words sorting takes place one by one seqentially for that patterns and 5 items or desired number of iscrips are selected and remaing scrips are hidden or removed. ALSO BACK TESTING WITH MONTHLY/14 DAYS/ 8 DAYS/WEEKLY/DAILY/ OR USERDEFINED DAYS OR HOURS BY RUNNING THE DATAS (WANTS KNOW THE FACILITY TO RUN THESE DATAS OFF LINE ) AND CALCULATE THE 10 DIFFERENT INDICATOR OR OCCILATORS IN DIFFERNT COLUMS AND SORT SEQENTIALLY TILL THE FINAL COLOUNM. This is the requirement.
Put it in precise:
1. Does tradestation Radar screen has facility to calculate complicated mathamatical model occilator or indicator or any other tool.
2. Does tradstation RADAR SCREEN has the facilty to sort the coloums seqentially one by one CONSIDERING EACH COLOUM CONTAINS ONE INDICATOR OR SIMILAR IETM FOR ALL THE 300 SCRIPS
3. Is Time frame integration for serveral time frames for diffent patterns in each timeframe possible In Radar screen.
4. DOES Radar screen has facilty to run the offline datas from a data base as it runs with online data.

Here are the answers to the numbered questions:
1. Any indicator supplied by TS or created by you using Easylanguage can be used in either charts, radarscreens or both. This means that complicated ones can be created and used in both
2. A radar screen can include many indicators, which will appear as separate columns on the same row. The rows may be sorted based on any one of those indicators. The sort can be manual i.e. click on the column to sort it OR it can be set as automated so it continually sorts the rows based on that indicator column and any changes to it. From reading your detailed point 10, I suspect that what you will need to do is to set up a series of dependent indicators e.g. Indicator A is one column, indicator B is another column, Indicator C is calculated from indicator A and B to give a composite answer which is displayed as another column
3. Each row on a radar screen can have different timeframes, so one row could be 5 min and another daily. Also it is possible to pass data from different timeframes across different windows containing charts or radar screens using global variables. A global variable is a value stored in memory that can be used throughout the system. So if you create an indicator called X which is created against a 5 min timeframe you can compare it to one called Y which is created against an hourly timeframe and create a new indicator e.g. if X (5 min TF) is greater than Y (hourly) then Z = Yes
4. I only use the data feed from Tradestation itself, but I know others have used data from other sources

However I should point out that to do what you want in the more detailed requirement you specified will require some fairly advanced easylanguage programming, It is not really for the newbie. It will almost certainly require the use of global variables and/or ADE (all data everywhere). Furthermore backtesting and evaluation of strategies has do be performed on charts rather than radarscreens. The reason for this (think about this) is that radar screens show the situation at a single point in time, whereas looking backwards to see what decisions would have been made at several points in time in the past will need the data to be displayed in charts. On the charts you can place visual indicators such as arrows or paint bars in different colours. Alternatively you can do without charts if you set up the code as a strategy - in which case it will make trades in simulation mode and report on the trade list and the profit stats.

Charlton
 
Here are the answers to the numbered questions:
1. Any indicator supplied by TS or created by you using Easylanguage can be used in either charts, radarscreens or both. This means that complicated ones can be created and used in both
2. A radar screen can include many indicators, which will appear as separate columns on the same row. The rows may be sorted based on any one of those indicators. The sort can be manual i.e. click on the column to sort it OR it can be set as automated so it continually sorts the rows based on that indicator column and any changes to it. From reading your detailed point 10, I suspect that what you will need to do is to set up a series of dependent indicators e.g. Indicator A is one column, indicator B is another column, Indicator C is calculated from indicator A and B to give a composite answer which is displayed as another column
3. Each row on a radar screen can have different timeframes, so one row could be 5 min and another daily. Also it is possible to pass data from different timeframes across different windows containing charts or radar screens using global variables. A global variable is a value stored in memory that can be used throughout the system. So if you create an indicator called X which is created against a 5 min timeframe you can compare it to one called Y which is created against an hourly timeframe and create a new indicator e.g. if X (5 min TF) is greater than Y (hourly) then Z = Yes
4. I only use the data feed from Tradestation itself, but I know others have used data from other sources

However I should point out that to do what you want in the more detailed requirement you specified will require some fairly advanced easylanguage programming, It is not really for the newbie. It will almost certainly require the use of global variables and/or ADE (all data everywhere). Furthermore backtesting and evaluation of strategies has do be performed on charts rather than radarscreens. The reason for this (think about this) is that radar screens show the situation at a single point in time, whereas looking backwards to see what decisions would have been made at several points in time in the past will need the data to be displayed in charts. On the charts you can place visual indicators such as arrows or paint bars in different colours. Alternatively you can do without charts if you set up the code as a strategy - in which case it will make trades in simulation mode and report on the trade list and the profit stats.

Charlton

Dear Mr. Charton,
Thanks for your patient reply. See your personal message board for futher details.

ramram12
 
Hello Ram,

Myself Dipesh from Mumbai. Can you tell me from where you got TRADESTATION and how do u get RT data ?

- Dipesh
 
All of what you require could be done. It is not an insignificant amount of work.

You can place orders from radar screen via macro code but you can't backtest. One of the weaknesses of Tradestation is that it doesn't allow portfolion testing - you can't test a single strategy across a basket of symbols.

The other weakness - and this will be EXTREMELY important for anything that uses oscillators is that there is a difference between how an oscillator is used in real time and in backtest mode.

I have done something similar to what you are looking at - it took hundreds of hours to produce. What I would say is that you need to have some form of proof that your concept will work before you attempt to automate it.
 
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