TradersStudio 2.0 is Released

Yes , I will look at your three 8.2 code examples. Please send them to me. PM me and I will give you a private E-Mail Address.

 

progers, you have no need to apologize. I would not touch that other product with a ten-foot pole, especially with the years needed to get a reliable real-time, intraday version. I don't think it will survive.

 

Livermore, are you the ghost of Christmas past? Surely not present or future?

 

Murray,
Can TradersStudio perform backtesting on individual futures contracts and provide consolidated results? Can you provide a short explanation as to how it is done and how it works? Backtesting on continuous contracts is nice, but I would feel better about the results if they covered the individual markets.

Regards

 

Yes we can do indivdual contracts but it requires a little coding.
You add each contract as a market in the session (portfiolo). Then using a little code you can look at the symbol and enable and disable the system from trading so it only trades during the active period of the contract.

Here is a an example for the S&P500.

Sub SP500SingleContracts()
Dim lastChar As String
Dim fileYear As Integer
Dim bOK As Boolean
Dim CleanSymbol As String
CleanSymbol=thismarket.Symbol(0)
If InStr(thisMarket.Symbol(0),".") Then
Cleansymbol=left(CleanSymbol,len(CleanSymbol)-4)
End If
lastChar = Ucase(Right(CleanSymbol, 1))
fileYear = CInt(Mid(CleanSymbol, 2, 4))
If fileYear = Year(Date) + 1 Then
If lastChar = "H" Then
If BetweenDates(Date, 12, 9, 12, 31) Then
Print CDate(Date), " : H (1)"
bOK = True
End If
End If
End If

If fileYear = Year(Date) Then
If lastChar = "H" Then
If BetweenDates(Date, 1, 1, 3, 9) Then
Print CDate(Date), " : H (2)"
bOK = True
End If
End If

If lastChar = "M" Then
If betweenDates(Date, 3, 10, 6, 9) Then
Print CDate(Date), " : M"
bOK = True
End If
End If

If lastChar = "U" Then
If betweenDates(Date, 6, 10, 9, 9) Then
Print CDate(Date), " : U"
bOK = True
End If
End If

If lastChar = "Z" Then
If betweenDates(Date, 9, 10, 12, 9) Then
Print CDate(Date), " : Z"
bOK = True
End If
End If
End If

If bOK Then
' call your original system here
Else
ExitAllTrades
End If
End Sub


I have a comment where you would need to put a call to your trading system.

BetweenDates is a new function in 2.5 which was added in this beta. It is written in script and the code is as follows:

Function BetweenDates(theDate, monthFrom, dayFrom, monthTo, dayTo) As Boolean
Dim dMonth As Integer
Dim dDay As Integer
Dim bOK As Boolean

Dim corrDate As Integer
Dim corrFrom As Integer
Dim corrTo As Integer

dMonth = Month(theDate)
dDay = DayOfMonth(theDate)

corrDate = dMonth * 100 + dDay
corrFrom = monthFrom * 100 + dayFrom
corrTo = monthTo * 100 + dayTo

If corrFrom > corrTo Then
Print "wrong input for BetweenDates"
StopRun
End If

BetweenDates = (corrFrom <= corrDate) And (corrDate <= corrTo)
End Function