Recent Content by Jock

  1. Creating continuous files of tick data from multiple futures contracts

    Anyone have any thoughts on this?
    Post by: Jock, Aug 29, 2007 in forum: Data Sets and Feeds

  2. Creating continuous files of tick data from multiple futures contracts

    I am wondering if anyone is aware of software that can create continuous back-adjusted data from tick or 1-minute interval, futures data. I am...
    Thread by: Jock, Jul 13, 2007, 3 replies, in forum: Data Sets and Feeds

  3. TS code using “date of next bar” command with two data sources

    ChoSingKum, after a break I’m back on to this same problem and I can’t get your suggestion of the array to work. Remember that we have...
    Post by: Jock, Apr 19, 2007 in forum: Data Sets and Feeds

  4. TS code using “date of next bar” command with two data sources

    I wish to make no more than one long entry each day therefore… marketposition = 0 is to ensure there is no existing open position on the...
    Post by: Jock, Mar 28, 2007 in forum: Data Sets and Feeds

  5. TS code using “date of next bar” command with two data sources

    ChoSingKum, thanks very much. This use of Array does exactly what I need, in that I no longer need to refer to data2 and can therefore use the...
    Post by: Jock, Mar 28, 2007 in forum: Data Sets and Feeds

  6. TS code using “date of next bar” command with two data sources

    You’re right on that one, however I’ve looked at your suggestions and this is what I come up with… and Both of these suggestions still...
    Post by: Jock, Mar 27, 2007 in forum: Data Sets and Feeds

  7. TS code using “date of next bar” command with two data sources

    Thanks for the advice, but this still has the same problem with the last bar. When it’s the last bar of today, it will use MyOpen (Open of...
    Post by: Jock, Mar 27, 2007 in forum: Data Sets and Feeds

  8. TS code using “date of next bar” command with two data sources

    TrueStory, thanks for your input. My preference is not to miss trades that may occur on the first bar of the day. As you suggest I could reduce...
    Post by: Jock, Mar 26, 2007 in forum: Data Sets and Feeds

  9. TS code using “date of next bar” command with two data sources

    I’m carrying out testing in TradeStation using 5-minute data and need to refer to daily data for a daily True Range calculation. Normally...
    Thread by: Jock, Mar 26, 2007, 16 replies, in forum: Data Sets and Feeds

  10. TS code for next day MOO exit using 5min data

    OK I get it now, thanks for the advice. Unfortunately ... ... that is indeed the case.
    Post by: Jock, Feb 27, 2007 in forum: Data Sets and Feeds

  11. TS code for next day MOO exit using 5min data

    RoughTrader, thanks for your input on this. I agree … there are too many early closes that need to be addressed differently. However regards...
    Post by: Jock, Feb 26, 2007 in forum: Data Sets and Feeds

  12. TS code for next day MOO exit using 5min data

    Thanks ChoSingKum, your suggestion does indeed exit correctly at tomorrow’s open. However when you say “can only be used in a Signal”, I...
    Post by: Jock, Feb 26, 2007 in forum: Data Sets and Feeds

  13. TS code for next day MOO exit using 5min data

    TrueStory, thanks for your suggestion. Unfortunately I have an earlier version of TS, so “buytocover” is not recognized. If I understand...
    Post by: Jock, Feb 26, 2007 in forum: Data Sets and Feeds