need backtesting

Discussion in 'Strategy Development' started by terminator, Jun 23, 2007.

  1. Hi, i require some help backtesting in tradestation 2000i. I need code to calculate weekly pivot points from daily OHLC charts and exit at particular pivots i.e S1, S2, R1, R2.

    Also how do i enter a trade when "backtesting" at a particular specified value? i can only enter at close and open, but TS doesnt let me enter at a specified price.
  2. do yourself a favor, switch from ts2000i to amibroker
  3. Why?
  4. TS2000i is 7 year old software and is unsupported.
    Amibroker is 5 year old software and is STILL supported.
    Huge difference.
    TS2000i = deadware

    Regarding the issue:
    TS2000i will allow trade entries at ANY price based on the signal being triggered at the CLOSE of a bar.
    The huge problem is regarding trying to back test with bracket orders as OHLC data does not indicate which occurred first, the High or the Low. TS2000i makes assumptions about the docs.