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From StartegyDesk to ThinkorSwim

  #1 (permalink)
moonshadow
Mexico City
 
Posts: 6 since Mar 2012
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Hi all.
I'm trying to migrate some formulas I use to scan stocks from strategydesk to thinkorswim but I see its different in thinkorswim. I donīt find how to make scans of an EMA of a week, I want to know if the slope of the EMA of the week is positive, some idea.

This is the formula I currently use in stretegydesk:
(ExpMovingAverage[EMA,Close,26,0,W] > ExpMovingAverage[EMA,Close,26,0,W,1] )
AND (ExpMovingAverage[EMA,Close,26,0,W,1] > ExpMovingAverage[EMA,Close,26,0,W,2])
Thanks in advance

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  #2 (permalink)
 
TonyB's Avatar
 TonyB 
Bay Area, CA - US
 
Experience: Beginner
Platform: TOS, TS & MC
Broker: TDA & TS
Trading: Stock, Options and now Futures (ES)
Posts: 516 since Dec 2010
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moonshadow View Post
Hi all.
I'm trying to migrate some formulas I use to scan stocks from strategydesk to thinkorswim but I see its different in thinkorswim. I donīt find how to make scans of an EMA of a week, I want to know if the slope of the EMA of the week is positive, some idea.

This is the formula I currently use in stretegydesk:
(ExpMovingAverage[EMA,Close,26,0,W] > ExpMovingAverage[EMA,Close,26,0,W,1] )
AND (ExpMovingAverage[EMA,Close,26,0,W,1] > ExpMovingAverage[EMA,Close,26,0,W,2])
Thanks in advance

Welcome to the forum moonshadow.

While I don't know myself, I saw some discussions on thinkscriptor.com. You might want to check it out...

As I just learned today, TOS plans to incorporate SD by early 2013, so less than a year from now.

TOS does not do backtesting, so I'm actually checking-out SD again now. How do you like it?

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  #3 (permalink)
moonshadow
Mexico City
 
Posts: 6 since Mar 2012
Thanks Given: 1
Thanks Received: 0



TonyB View Post
Welcome to the forum moonshadow.

While I don't know myself, I saw some discussions on thinkscriptor.com. You might want to check it out...

As I just learned today, TOS plans to incorporate SD by early 2013, so less than a year from now.

TOS does not do backtesting, so I'm actually checking-out SD again now. How do you like it?

Tony, thank you very much, so SD will be a part of TOS? Thas great news. SD works great to do backtesting, its really easy to use, its not so great with graphics and the scans are kind of slow but gets the job done! I will check thinkscriptor.com
Thanks again

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  #4 (permalink)
moonshadow
Mexico City
 
Posts: 6 since Mar 2012
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TonyB View Post
As I just learned today, TOS plans to incorporate SD by early 2013, so less than a year from now.

Tony can you share the link where you learned that SD will be part of TOS?
Thanks again

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  #5 (permalink)
 
TonyB's Avatar
 TonyB 
Bay Area, CA - US
 
Experience: Beginner
Platform: TOS, TS & MC
Broker: TDA & TS
Trading: Stock, Options and now Futures (ES)
Posts: 516 since Dec 2010
Thanks Given: 227
Thanks Received: 140

moonshadow, you are welcome.

There's another thread here in this TOS forum where I mention this in more detail, just yesterday actually...

I heard about SD into TOS twice yesterday, once via email, and once over the phone later in the day... Here's the email:

Hello Tony,

We do have plan to integrate the backtesting and scanning functionality of Strategy Desk into Think or Swim, and eventually sunset the Strategy Desk platform itself. We have a tenative date of early 2013 for this. Beyond Prodigio, we don't have anything else at the moment.
++++

The scans are a bit slow, but certainly faster than their Prodigio... Hope this info helps.

Would you happen to know what language SD uses?

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  #6 (permalink)
 
Sabine's Avatar
 Sabine 
fishers indiana/hamilton
 
Experience: Intermediate
Platform: Ninja and TOS
Trading: OIL
Posts: 18 since Feb 2012
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moonshadow View Post
Hi all.
I'm trying to migrate some formulas I use to scan stocks from strategydesk to thinkorswim but I see its different in thinkorswim. I donīt find how to make scans of an EMA of a week, I want to know if the slope of the EMA of the week is positive, some idea.

This is the formula I currently use in stretegydesk:
(ExpMovingAverage[EMA,Close,26,0,W] > ExpMovingAverage[EMA,Close,26,0,W,1] )
AND (ExpMovingAverage[EMA,Close,26,0,W,1] > ExpMovingAverage[EMA,Close,26,0,W,2])
Thanks in advance


You can do it very easily with Prodigio. I moved to Prodigio a year ago. I used SD on TDA for a long time and found it to be very slow.

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  #7 (permalink)
 
Sabine's Avatar
 Sabine 
fishers indiana/hamilton
 
Experience: Intermediate
Platform: Ninja and TOS
Trading: OIL
Posts: 18 since Feb 2012
Thanks Given: 0
Thanks Received: 6

Prodigio does not have weekly or monthly bars yet however you can come close using day bars as long as the moving average value is less than 200. There is a limit of 200 currently.

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  #8 (permalink)
 
Sabine's Avatar
 Sabine 
fishers indiana/hamilton
 
Experience: Intermediate
Platform: Ninja and TOS
Trading: OIL
Posts: 18 since Feb 2012
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The programming is very fast once you make the conversion in thinking from script to visual. I just write out the formula and start dropping logic boxes on the screen and wiring them up in the same flow as the math would go. It takes a little time to make the conversion in thinking however it gets very fast once the light-bulb lights up and you see how easy it is.

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  #9 (permalink)
 
Sabine's Avatar
 Sabine 
fishers indiana/hamilton
 
Experience: Intermediate
Platform: Ninja and TOS
Trading: OIL
Posts: 18 since Feb 2012
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Here is the rule you are wanting as it would be in Prodigio. It took about 2 minutes to put together.



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  #10 (permalink)
 
TonyB's Avatar
 TonyB 
Bay Area, CA - US
 
Experience: Beginner
Platform: TOS, TS & MC
Broker: TDA & TS
Trading: Stock, Options and now Futures (ES)
Posts: 516 since Dec 2010
Thanks Given: 227
Thanks Received: 140


Sabine, thanks for chiming-in, and for supplying that Prodigio strategy.

I was most excited to learn that TDA / TOS got Prodgio, and used it a fair amount in my TOS paper account about a year ago. I just had it added to my live account a few days ago, after not using it for several months. It has improved, in some ways.

I ran a previously created strat backtest, a simple RSI cross entry, and RSI cross exit, and it took about 1 hour to complete (500 symbols, daily bars 1 year duration). I will try again now as maybe the system was having issues...

Is that normal, that long of a wait for backtesting results?

Just started the same backtest now, at 12:10 PT. Hope it's faster....

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Last Updated on March 19, 2012


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