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Posts Made By:
highlyimprobable
Forum:
TradeStation
September 3rd, 2019, 12:24 PM
Replies:
13
TradeStation Back-testing/Intra-bar Order Generation/Slippage
Views:
4,240
Posted By
highlyimprobable
To be sure, you are saying that the 5 minute...
To be sure, you are saying that the 5 minute interval backtesting with the SMA with orders to buy next bar at market will match the live results? Or, the tick by tick?
Forum:
TradeStation
September 2nd, 2019, 11:13 PM
Replies:
13
TradeStation Back-testing/Intra-bar Order Generation/Slippage
Views:
4,240
Posted By
highlyimprobable
Actually, I don't know why but the code was...
Actually, I don't know why but the code was actually buy next bar at market, which I know now is a completely different scenario. Here is a simpler version of the code below anyways.
FastMA =...
Forum:
TradeStation
September 2nd, 2019, 10:21 PM
Replies:
13
TradeStation Back-testing/Intra-bar Order Generation/Slippage
Views:
4,240
Posted By
highlyimprobable
Ahahaha, I think I am about to close the chapter...
Ahahaha, I think I am about to close the chapter that is IBOG. It seems like there is a huge potential with IBOG, but understanding the intricacies of it might not be worth it. Do you have any ideas...
Forum:
TradeStation
September 2nd, 2019, 10:00 PM
Replies:
13
TradeStation Back-testing/Intra-bar Order Generation/Slippage
Views:
4,240
Posted By
highlyimprobable
Yes, I understand the weighting is equal, but I...
Yes, I understand the weighting is equal, but I meant more along the lines of the following reasoning. With IOG on, the SMA is taking an average of values that are closer to the current time than...
Forum:
TradeStation
September 2nd, 2019, 09:19 PM
Replies:
13
TradeStation Back-testing/Intra-bar Order Generation/Slippage
Views:
4,240
Posted By
highlyimprobable
Do you mean (Price(10:25) + Price(10:20) +...
Do you mean
(Price(10:25) + Price(10:20) + Price(10:15) + Price(10:10) + Price(10:26))/5
instead because 10:25 to 10:30 is the un-closed 5-minute bar?
So, it actually gives more emphasis to...
Forum:
TradeStation
September 2nd, 2019, 08:57 PM
Replies:
13
TradeStation Back-testing/Intra-bar Order Generation/Slippage
Views:
4,240
Posted By
highlyimprobable
Hi again Mr. Zimmer! Ah, so what you are saying...
Hi again Mr. Zimmer! Ah, so what you are saying is that with IOG on with your example (which my question is completely related to but I phrased terribly), when the moving average condition is...
Forum:
TradeStation
September 2nd, 2019, 07:42 PM
Replies:
13
TradeStation Back-testing/Intra-bar Order Generation/Slippage
Views:
4,240
Posted By
highlyimprobable
TradeStation Back-testing/Intra-bar Order Generation/Slippage
Some of my questions here is a continuation of my previous post here: https://nexusfi.com/tradestation/48245-backtesting-ts-intrabarordergeneration.html
I am trying to automate a strategy on TS...
Showing results 1 to 7 of 7
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