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Bfan
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I changed the number of contracts traded in the code from 1 to 2, but the performance result came out quite differently. Performance is down and DD is
tripled in some cases. Not sure what else I missed ? Thanks
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Bfan
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Quote: Originally posted by Bfan  | | I changed the number of contracts traded in the code from 1 to 2, but the performance result came out quite differently. Performance is down and DD is
tripled in some cases. Not sure what else I missed ? Thanks |
Figured it out. Forgot to change the stoplossvalue.
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Bfan
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It looks like any system with CloseToHighLow5v2 in it wont match result in TS. Anyone else had same issue?
Thanks received (1):
+1 bizgozcd at 2021-02-10 15:11:00
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admin
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| Quote: Originally posted by Bfan | | It looks like any system with CloseToHighLow5v2 in it wont match result in TS. Anyone else had same issue? |
I'm not aware of that, but will look into it. Thanks for bringing up the issue.
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mdb
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In GSB "exit on close mode" it says not to use the TS exit on live trading. I seem to have problems exiting with the GSB exit. It seems to close on
the open of the next day and not the close of the last bar. Any more info on this and why not to use the TS exit?
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Wingnuts
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| Quote: Originally posted by mdb | | In GSB "exit on close mode" it says not to use the TS exit on live trading. I seem to have problems exiting with the GSB exit. It seems to close on
the open of the next day and not the close of the last bar. Any more info on this and why not to use the TS exit? |
Hi mdb, this is a well-known feature of TS SetExitOnClose - it is trying to exit but the market has already closed! The easiest way around this, which
works for any minute-based chart timeframe, is to create a custom session that ends 1 minute before the official session (eg. at 15:59 CST each day
for @ES). Granted the backtest will be slightly different, sometimes better, but then SetExitOnClose will work.
Thanks received (1):
+1 mdb at 2021-02-22 16:50:19
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admin
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Hi MBD
there are lots of issues here.
Market like dax, setexitonclose wont work for live trading. it closes at 1500 central time
for es it could as you have 15 min more of market being open
for this code that says if time = 1500 then sell this bar... should work.
1 minute short session time is last resort as it will degrade results a bit.
Timed macros can be done in TS, or intrabar exit - but I don't know how to do.
On Iblink I just enter in time in hours, seconds with a smart exit which reduces exit slippage a lot. But iblink is not being sold for some time.
but one user is getting it... doing documentation etc for it... which all takes time
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sfuser108
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Max Runtime
Maybe this is already there, but say I am running a AU batch which includes finding Indicators, and then build....
Lets say for some reason, the number of systems designated in MaxUS is 10000, but the search is very slow... is there a MAX time setting that such
step can then exit regardless of whether the MaxUS has been achieved?
So in the above example, if after 10 hours of search, if MaxUS has not been reached, AU ends that step and moves on to the next step in the macro,
then next step of the AU script?
Thanx
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admin
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| Quote: Originally posted by sfuser108 | Maybe this is already there, but say I am running a AU batch which includes finding Indicators, and then build....
Lets say for some reason, the number of systems designated in MaxUS is 10000, but the search is very slow... is there a MAX time setting that such
step can then exit regardless of whether the MaxUS has been achieved?
So in the above example, if after 10 hours of search, if MaxUS has not been reached, AU ends that step and moves on to the next step in the macro,
then next step of the AU script?
Thanx |
that's a good question. SOme secondary filters might not produce systems, in which case AU will stall forever. Set a timeout here, roughly double the
time you expect the manager to take building indicators and systems
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SwedenTrader
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Hi, did es-gsb-sys1 have a short trade today (02/16) or not ? In my vps it did but not on m home PC. I checked code, inputs,session,symbols,exchange
time vs local time. Everything the same but still differs between the machines.
Also, ZT.2ES hade a trade on the halfday of 02/15 in the symbol @ESH21.D (mars) but not on the continues symbol @ES.D
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admin
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| Quote: Originally posted by SwedenTrader | Hi, did es-gsb-sys1 have a short trade today (02/16) or not ? In my vps it did but not on m home PC. I checked code, inputs,session,symbols,exchange
time vs local time. Everything the same but still differs between the machines.
Also, ZT.2ES hade a trade on the halfday of 02/15 in the symbol @ESH21.D (mars) but not on the continues symbol @ES.D
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I only use @es.d so didn't get the zt trade.
I realize many users cant trade on @es.d, but I have symbol substitution.
regardless my practise is turn day trading off on 1/2 days
gsbsys1es got a short trade today
Thanks received (1):
+1 SwedenTrader at 2021-02-16 17:21:02
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SwedenTrader
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| Quote: Originally posted by admin | | Quote: Originally posted by SwedenTrader | Hi, did es-gsb-sys1 have a short trade today (02/16) or not ? In my vps it did but not on m home PC. I checked code, inputs,session,symbols,exchange
time vs local time. Everything the same but still differs between the machines.
Also, ZT.2ES hade a trade on the halfday of 02/15 in the symbol @ESH21.D (mars) but not on the continues symbol @ES.D
|
I only use @es.d so didn't get the zt trade.
I realize many users cant trade on @es.d, but I have symbol substitution.
regardless my practise is turn day trading off on 1/2 days
gsbsys1es got a short trade today |
This has not happen to often but today it happened again, so im going to ask once more if you had short trades today on both markets of ZT.2 ? As The
workspaces are exact copies, even the same symbol mars on both. But the originals (@ES.D and NQ.D) dont have any trades. Not a big issue if it dont
differ too many times.
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BlackBox
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| Quote: Originally posted by SwedenTrader | | Quote: Originally posted by admin | | Quote: Originally posted by SwedenTrader | Hi, did es-gsb-sys1 have a short trade today (02/16) or not ? In my vps it did but not on m home PC. I checked code, inputs,session,symbols,exchange
time vs local time. Everything the same but still differs between the machines.
Also, ZT.2ES hade a trade on the halfday of 02/15 in the symbol @ESH21.D (mars) but not on the continues symbol @ES.D
|
I only use @es.d so didn't get the zt trade.
I realize many users cant trade on @es.d, but I have symbol substitution.
regardless my practise is turn day trading off on 1/2 days
gsbsys1es got a short trade today |
This has not happen to often but today it happened again, so im going to ask once more if you had short trades today on both markets of ZT.2 ? As The
workspaces are exact copies, even the same symbol mars on both. But the originals (@ES.D and NQ.D) dont have any trades. Not a big issue if it dont
differ too many times. |
I also use ZT, but on TS9.5, and didn't had short trades in ES and NQ by suggested parameters
Thanks received (1):
+1 SwedenTrader at 2021-02-18 14:38:53
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admin
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SwedenTrader, I had trades on both today on @es.d and @nq.d
A second ts could help you verify trades, even if you use this when the market is closed to re-check your trades.
Thanks received (1):
+1 SwedenTrader at 2021-02-18 14:39:11
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SwedenTrader
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| Quote: Originally posted by admin | SwedenTrader, I had trades on both today on @es.d and @nq.d
A second ts could help you verify trades, even if you use this when the market is closed to re-check your trades. |
i did not think of it but a slippage of 2 ticks o the entry made my ZT.2 ES-system still running right now while the original is stopped out. So it
can go both ways
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admin
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| Quote: Originally posted by SwedenTrader | | Quote: Originally posted by admin | SwedenTrader, I had trades on both today on @es.d and @nq.d
A second ts could help you verify trades, even if you use this when the market is closed to re-check your trades. |
i did not think of it but a slippage of 2 ticks o the entry made my ZT.2 ES-system still running right now while the original is stopped out. So it
can go both ways |
stops should be based in ts theoretical prices, and do not key of actual fills
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sb2020
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thanks for tip
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admin
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welcome to the forum
Peter
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mdb
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I am new to the multiple system method and would like to know how others are using multiple systems on the same symbol in TS. I have been told that I
would need to have a separate account for each system and be running a different instance of TS for each system (which means of course paying for the
data each time also). Can someone give me direction on this and is there a "work-around" from having all those different TS programs running at one
time.
Thanks,
mdb
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admin
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| Quote: Originally posted by mdb | I am new to the multiple system method and would like to know how others are using multiple systems on the same symbol in TS. I have been told that I
would need to have a separate account for each system and be running a different instance of TS for each system (which means of course paying for the
data each time also). Can someone give me direction on this and is there a "work-around" from having all those different TS programs running at one
time.
Thanks,
mdb |
you can put as many systems as margin permits (and margin is too aggressive)
regardless if they trade long / short at the same time.
This is the settings from one user
Thanks received (1):
+1 mdb at 2021-02-23 17:34:44
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SwedenTrader
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| Quote: Originally posted by admin | | Quote: Originally posted by mdb | I am new to the multiple system method and would like to know how others are using multiple systems on the same symbol in TS. I have been told that I
would need to have a separate account for each system and be running a different instance of TS for each system (which means of course paying for the
data each time also). Can someone give me direction on this and is there a "work-around" from having all those different TS programs running at one
time.
Thanks,
mdb |
you can put as many systems as margin permits (and margin is too aggressive)
regardless if they trade long / short at the same time.
This is the settings from one user |
The first checkbox to allow multiple is correct in that case, but about the others i would like to comment after trying different combinations for
some years. would recommend any TS user to always use the last two checkboxes under "stop orders". This will leave the stops on the TS stop server in
case the VPS or home PC goes down. some traders are afraid that others will se their stops and attack them but this is not the case, TS experts have
confirmed this several times that nobody is watching them, not even the broker. Even sombody trading larger positions over 100 contracts can use these
check-boxes and should. with no worries. Stop orders are matched against the internal pool first but even without that they work as good. The famous
Larry Williams has also confirmed that those boxes are very important.
Thanks received (1):
+1 mdb at 2021-02-23 17:35:38
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portfolioquanttrader2020
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If you operate a system on a daily basis and you do it manually, it is better to have two accounts. One for daily systems and one for intraday.
The daily systems have more problems in automation and I execute the signals of the systems manually in another account.
I agree with the last two automation boxes to avoid that if the platform and server crash, the orders continue to be received on the TradeSTation
server.
I recommend one account for daily systems and another for automated intraday systems.
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portfolioquanttrader2020
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If you operate a system on a daily basis and you do it manually, it is better to have two accounts. One for daily systems and one for intraday.
The daily systems have more problems in automation and I execute the signals of the systems manually in another account.
I agree with the last two automation boxes to avoid that if the platform and server crash, the orders continue to be received on the TradeSTation
server.
I recommend one account for daily systems and another for automated intraday systems.
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bizgozcd
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Hi Peter,
Do you have a current list of the known "bad" indicators which we should not be using? ie...ones that mismatch with TS?
Many thanks,
Craig
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admin
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| Quote: Originally posted by bizgozcd | Hi Peter,
Do you have a current list of the known "bad" indicators which we should not be using? ie...ones that mismatch with TS?
Many thanks,
Craig |
normaldensity is not bad, but needs really weird parameters, ie std of 1000...
so will always return zero
possibly GSB_BollingerBandHL
, GSB_CloseToHighLow7v2
GSB_CloseToHighLow8v2
possibly CloseHDLDHD2LD2
and one more I need to look up
Thanks received (1):
+1 bizgozcd at 2021-02-27 05:47:50
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