Forum: TradeStation
August 31st, 2019, 08:37 PM
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Replies: 14
Views: 3,574
Interesting. Make sure you are not fooling...
Interesting. Make sure you are not fooling yourself with the backtest. Watch it live on SIM and see if you can figure out the glitch.
I completely understand the desire to keep proprietary code...
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Forum: TradeStation
August 31st, 2019, 07:52 PM
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Replies: 14
Views: 3,574
Okay, here is a simple question. If you are...
Okay, here is a simple question. If you are calculating based on closing values why not just buy/sell on the close of the bar? That way there will be no separation between expectations and reality.
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Forum: TradeStation
August 31st, 2019, 07:39 PM
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Replies: 14
Views: 3,574
You've got it. TS won't let you use that data...
You've got it. TS won't let you use that data until you download it from their servers. That does take a long time!
Try 1 minute instead of 1 tick. Should be much computationally heavy but also...
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Forum: TradeStation
August 31st, 2019, 07:07 PM
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Replies: 14
Views: 3,574
highlyimprobable
You still need to specify...
highlyimprobable
You still need to specify the resolution with which to look inside the bar. I believe this is under strategy settings - I am away from my computer and not exactly sure.
All the...
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Forum: TradeStation
August 31st, 2019, 06:43 PM
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Replies: 14
Views: 3,574
It depends on what data resolution you need....
It depends on what data resolution you need. Unless the system is an ultra short-term algorithm then 1 minute candles should be adequate for nearly everything. If you want the highest resolution...
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