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Tradestation 2000i


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Tradestation 2000i

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  #1 (permalink)
xioxxio
New York United States
 
 
Posts: 9 since Apr 2011
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I just bought the above software. I am very impressed at how easy easy language is. It is so simple to build strategies. I am not a programmer but I do know a little VBA. I am going to obtain real time data from bloomberg.

Anyone know if you can use different time frames in the the same strategy for the same stock?

Thanks

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  #2 (permalink)
 RM99 
Austin, TX
 
Experience: Advanced
Platform: TradeStation
Trading: Futures
 
Posts: 882 since Mar 2011
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xioxxio View Post
I just bought the above software. I am very impressed at how easy easy language is. It is so simple to build strategies. I am not a programmer but I do know a little VBA. I am going to obtain real time data from bloomberg.

Anyone know if you can use different time frames in the the same strategy for the same stock?

Thanks

The answer is yes and no. The long answer is...not exactly how you'd like.

When you go to automate on the same symbol, a pop up window informs you that you can only run "adopt real world position" on one of the strategies.

The most benign result of this is that it restricts some strategies (with it turned off/on) for historical positions.

The more disruptive element is that the strategy that has it turned off, cannot recognize the real world position of another strategy, so it still allows entry and exit orders to the trade server.

That presents a couple of problems. 1) If 2 strategies are in agreement, it could potentially double your position size (which you may or may not have the real time equity to do so) and 2) If the 2 strategies are in disagreement, it could cancel out the position you're already in.

I tried to develop a portfolio strategy that ran indicator crosses on varying timelength charts, but unfortunately, there were times when the strategies overlapped (even though they were few/far between) so I scrapped it.

The best bet is to bite the bullet and open a separate account/data feed to run the other strategy on the same symbol. Obviously this increases your commission burden (which makes me wonder if that isn't why TS hasn't pushed to solve this issue) and doubles your marginal capital requirement.

Ideally, TS could allow these to run simultaneously and establish a pecking order or a "trump" order whereby you designate if the strategies are ever in conflict or competition, which strategy takes precedence.

Unfortunately, they don't have that capability.

Hope this helps.

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  #3 (permalink)
 RM99 
Austin, TX
 
Experience: Advanced
Platform: TradeStation
Trading: Futures
 
Posts: 882 since Mar 2011
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Upon further review of this issue (remembering all that I went through)....

I did remember, that the capital issue really was moot, as you'd have to have enough to run a second account unless your strategy featured it's own internal pecking order for when the different time charts were in conflict.

What would solve this problem is if TS would somehow allow you to run a strategy but with a mixture of indicators/signals from varying time charts.....I don't know why that's so difficult. The chart develops it's variables based off formulas that simply change when you change the symbol (chart length).

Why they cannot develop a setup where the function is arbitrary of the chart, is beyond me. It would help in all sorts of scenarios. You could draw variable values from a 60 minute chart (RSI, Volume, MACD, BB's, Stochs, whatever) and trade on a 5 minute or a 1 minute or whatever.

In the end, the only solution I could come up with is to run separate accounts.

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  #4 (permalink)
 ptcm 
Taiwan
 
Experience: Intermediate
Platform: TradeStation
 
Posts: 66 since Jun 2010
Thanks: 8 given, 13 received

Hello,

Does anyone know how I could convert bloomberg intraday data to a format that is acceptable by TradeStation 2000i ?

the problem is data and time are in the same cell. T2i would not accept it.
Anyone here has know how I could convert it ? many thanks....

30/7/2012 21:31 38.412 38.45 38.4 38.45
30/7/2012 21:32 38.48 38.58 38.48 38.572
30/7/2012 21:33 38.5896 38.5896 38.53 38.53
30/7/2012 21:34 38.59 38.602 38.55 38.6

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