Anyone have any thoughts on this?
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...
ChoSingKum, after a break Iâm back on to this same problem and I canât get your suggestion of the array to work. Remember that we have...
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...
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...
Youâre right on that one, however Iâve looked at your suggestions and this is what I come up with⦠and Both of these suggestions still...
Thanks for the advice, but this still has the same problem with the last bar. When itâs the last bar of today, it will use MyOpen (Open of...
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...
Iâm carrying out testing in TradeStation using 5-minute data and need to refer to daily data for a daily True Range calculation. Normally...
OK I get it now, thanks for the advice. Unfortunately ... ... that is indeed the case.
RoughTrader, thanks for your input on this. I agree ⦠there are too many early closes that need to be addressed differently. However regards...
Thanks ChoSingKum, your suggestion does indeed exit correctly at tomorrowâs open. However when you say âcan only be used in a Signalâ, I...
TrueStory, thanks for your suggestion. Unfortunately I have an earlier version of TS, so âbuytocoverâ is not recognized. If I understand...
Thanks ChoSingKum, your suggestion works EXCEPT if the preceding day was either a holiday or a half-day, in which case the system exits "two" days...
I have been using TradeStation for several years, but have only just started testing on 5 minute data. Previously all my coding was for daily...
This appears to calculate the average range rather than the average "true" range. The ATR should take into account any unfilled gaps betwen the...
Thanks for the formatting tip for displaying this indicator. Makes it a lot easier to check my coding.
Ellis I don't think that this is the problem, because even prior to referring to the Length, the DTR (as opposed to DATR) is providing an...
syswizard, refer to today's trading in April Light Crude. Link to 5 min chart ......
syswizard, not sure I follow you. Even with very liquid futures I have still found occasional gaps between 5min bars. In any case while Iâm...
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