esignal/Tradestation indicator that access multiple instruments

Discussion in 'Trading Software' started by marketstation, Jun 11, 2010.

  1. I want to develop a custom indicator that could plot aggregated normalized volume of 40 chosen stocks. The indicator needs to access 40 stocks' bid ask volume and price.

    I want to know whether esignal or tradestation support the following required features:

    1. 30 days historical tick data;

    2. Chart Indicator could access 40+ plus stock's (bid/ask volume and price) tick data at the same time;

    The chart has only 2 panes, SPY price pane and this indicator's pane.

    Thank you very much for your information.
  2. both esignal and tradestation restrict the # of symbol data you can access on a single chart.... I believe with esignal the limit is 10-20. not sure about tradestation, it might be 10 or less.

    you can build strategies that run across hundreds of symbols in tradestation, but you use tradestation radar rather than a chart.
  3. I am reading esignal EFS document. It's does not mention how to access multiple instruments' data in one indicator.
  4. it's been a while, but it's there.... I can't remember if you do it via efs, or if you just apply several symbols to the same chart.
  5. eSignal Support

    eSignal Support eSignal

    For eSignal and EFS, the limit is 7 symbols or different intervals in a single chart.

  6. Esignal Scott,

    Thank you for the reply. Could you show me a snippet of code that could access multiple symbols in an esignal indicator ? I can't find an example in esignal EFS tutorial.

  7. eSignal Support

    eSignal Support eSignal


    I'm personally not a coder but between our Forums and the EFS KnowledgeBase, you should be able to find what you're looking for.

    For example, here's a thread on coding multiple symbols in an EFS routine:

    You can use the forum search function to find other EFS and symbol limit discussions.

    On this support page, you'll find links to the EFS KB.

    Hope that helps.

  8. NinjaTrader_Ray

    NinjaTrader_Ray ET Sponsor

    NinjaTrader 7 (currently in beta) can do this no problem in an indicator.
  9. TradeStation allows up to 50 Data Streams on a single chart.

    But if you have multiple data streams on a single chart the orders can only be generate at end of bar. You can generate a end of bar stop or limit order that is executed during the next bar but can only place the orders at end of bar when using multiple data streams.