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Posts Made By:
highlyimprobable
Forum:
TradeStation
August 31st, 2019, 08:49 PM
Replies:
14
Backtesting with TS intrabarordergeneration
Views:
3,690
Posted By
highlyimprobable
You are absolutely right about the SIM (Labor Day...
You are absolutely right about the SIM (Labor Day weekend is killing me with curiosity).
It would be great for second eyes to see what is going on, but I'll have to run that by my business...
Forum:
TradeStation
August 31st, 2019, 08:24 PM
Replies:
14
Backtesting with TS intrabarordergeneration
Views:
3,690
Posted By
highlyimprobable
Because my targets are set so close, buying at...
Because my targets are set so close, buying at the close of the bar is very different when I backtest compared to buying at next bar at the market with intrabarordergeneration. I tried what you...
Forum:
TradeStation
August 31st, 2019, 07:48 PM
Replies:
14
Backtesting with TS intrabarordergeneration
Views:
3,690
Posted By
highlyimprobable
So, now, the profits are much smaller than...
So, now, the profits are much smaller than before (around 4 times less) using the 1 minute bars, but at least now I will be going in with adjusted and reasonable expectations.
So, my entry...
Forum:
TradeStation
August 31st, 2019, 07:24 PM
Replies:
14
Backtesting with TS intrabarordergeneration
Views:
3,690
Posted By
highlyimprobable
So, I use the Format > Symbol > 5 minute...
So, I use the Format > Symbol > 5 minute intervals, but I think you are referring to the Format > Strategies > Properties for All > General > Back-Testing resolution > Use Look-Inside Bar...
Forum:
TradeStation
August 31st, 2019, 06:59 PM
Replies:
14
Backtesting with TS intrabarordergeneration
Views:
3,690
Posted By
highlyimprobable
I'm using 5 minute candles to see general trends...
I'm using 5 minute candles to see general trends and not enter and exit so quickly but I'm only holding positions for 40-60 minutes. There is too much noise with the 1 minute candle so I saw that the...
Forum:
TradeStation
August 31st, 2019, 12:20 PM
Replies:
14
Backtesting with TS intrabarordergeneration
Views:
3,690
Posted By
highlyimprobable
Backtesting with TS intrabarordergeneration
So I've finished writing an algo for futures on TS using its Easylanguage. I've backtested all the way up till Aug 31, 2016 (I think that's as far as it goes) and I want to go live as soon as...
Showing results 1 to 6 of 6
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