Recent content by ts1

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    How to test a strategy on 5-years of 5 minute data?

    Charlton, thank you. 1. Tried this to retrieve 1 min data for five years, waited, then scrolled left to the beginning - first bar is still from 2010, not 2005. No PD symbol detected. 2. Yes, but Currentshares is positive or zero, so it does not give information about last open position. I...
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    How to test a strategy on 5-years of 5 minute data?

    Hi Everybody, I have started using TradeStation, written some strategies and here are some problems I have encountered: 1. How can I load more 5-min data, e.g. 5 years for better testing/optimization? 2. MarketPosition is always 0 when I do history testing. Is there any way to know which...
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