TradeStation 2000i to Interactive Brokers Bridge

Discussion in 'Trading Software' started by m4a1, Mar 24, 2010.

  1. m4a1


  2. Good work but I would be very hesitant using this discontinued TS2000i program to place any trades especially if they are generated by a trading system developed in the same platform.

    It is rumored that TS2000i had a few serious backtesting bugs resulting in false backtesting reports. As it is explained clearly in this paper that was posted by others in this forum, this could mean that you would get trades for conditions not accounted for in the backtest and/or you could miss trades, depending on how the trade generation and the backtesting algorithm are related. There is wide speculation that one of the programs I that paper is TS2000i and the other is Metastock but the author refuses to reveal the details.

    It is also rumored but I do not know whether it is true, that due to these unsolvable problems and the fact that TS2000i core algorithm was based on System Writer Plus, an older Omega program, whose developers left, the company hired a Russian firm, which developed Tradestation and also markets a similar program, Multicharts. I must repeat I do not know whether these rumors are true and it should be best if someone from the company shows up and clarifies everything.

    Anyway, Tradestation is a good product and it does not have the TS2000i problems. I think you did a lot of good work for a product that should not be used, although I must say I liked its graphics and radarscreen ability.
  3. thanks for the link.
  4. m4a1


    lol that paper is ridiculous! must be from one vendor bashing another vendor. if you backtest in that particularly stupid way then yes you will get weird results. besides, like you said, nobody said it's tradestation 2000i anyway. tradestation 2000i works great!

  5. ronblack


    I have read that paper and Harirs is not a vendor of charting/backtesitng programs. He does data mining. I have his application and it works great, better than I expected I must say. Now, you read the paper or tell us what you did not understand from it. It's been known for the last 10 years that TS2K had backtesting problems. The same is also known for Metastock. Now, look carefully at the end of the papers. Do these reports, I mean the format, remind you of something?

    TS2k skipped same bar entries after exits during backtesting depending on specific factors beyond user control. I do not know if it did the same in order generation. I never used crap like that so I do not have any idea what they do. I enter my trades myself. I enjoy trading. I need no automation at that level. I can handle a dozen orders a day. No problem. I am quite fast with point & click. I understand some are very nervous and their hands are shaking. Leverage problems? Too much leverage can kill you, literally. Watch out...