psheridan050
52 posts
msg #46911
- Ignore psheridan050 |
9/14/2006 8:54:23 AM
I use an SF filter with [show stocks where the 45 day slope of the RSI(15) is below -0.50]. Anyone have any idea how to code something like this in EasyLanguage? Ive looked at the desciption of Slope of and cant determine what exactly it is a measurment of. I was thinking maybe its a measurment of degrees but im not so sure. Thanks for any feedback.
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nikoschopen
2,824 posts
msg #46915
- Ignore nikoschopen |
9/14/2006 2:22:51 PM
For those who are interested, I'll be happy to share TradeStation manuals and the EasyLanguage tutorials.
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__fetcheruser123
msg #46921
- Ignore __fetcheruser123 |
9/14/2006 3:11:48 PM
What about Tradestation software? :)
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nikoschopen
2,824 posts
msg #46924
- Ignore nikoschopen |
9/14/2006 3:27:26 PM
Show me da money! ;)
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TheRumpledOne
6,407 posts
msg #46937
- Ignore TheRumpledOne |
9/14/2006 5:49:39 PM
Please email copies to me!
Thanks.
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psheridan050
52 posts
msg #46947
- Ignore psheridan050 |
9/14/2006 10:07:24 PM
ive looked in the easylanguage guides on the tradestation website. if you have something different than those i would be interested to see them. my problem is knowing where to start within easylanguage. my guess is that this would be an array or something. And to be honest, im not even sure what type of math is involved in this. i left all my math skills when i left high school. i have a filter that has Slope in it and i would really like to backtest it in tradestation. this one item is all thats left and its kickn my butt! btw, if anyone sees any flaws in the filter below please let me know. i am reading many books on strategy creation, but i cant really follow any of the methodes until i can test it in tradestation. thanks.
| Approach Information | | Approach Name: AAAA | | Test started on 09/10/2004 ended on 09/11/2006, covering 504 days | | Filter used: | | End of the Trend (down) (saved filter) |
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| Trade Statistics | | There were 223 total stocks entered. Of those, 223 or 100.00% were complete and or 0.00% were open. | | Of the 223 completed trades, 145 trades or 65.02%resulted in a net gain. | | Your average net change for completed trades was: 1.54%. | | The average draw down of your approach was: -1.78%. | | The average max profit of your approach was: 3.44% | | The Reward/Risk ratio for this approach is: 3.29 | | Annualized Return on Investment (ROI): 346.62%, the ROI of ^SPX was: 7.94%. |
| Exit Statistics | | Stop Loss was triggered 3 times or 1.35% of the time. | | Stop Profit was triggered 8 times or 3.59% of the time. | | Trailing Stop Loss was triggered 0 times or 0.00% of the time. | | You held for the maximum period of time ( days) 0 times or 0.00% of the time. | | An exit trigger was executed 212 times or 95.07% of the time. |
| Statistics By Holding Period | | | Completed | 2 day chg | 3 day chg | 4 day chg | 5 day chg | 10 day chg | | Winners: | 145 | 77 | 82 | 87 | 98 | 100 | | Losers: | 73 | 142 | 139 | 134 | 124 | 121 | | Win/Loss Ratio: | 1.99:1 | 0.54:1 | 0.59:1 | 0.65:1 | 0.79:1 | 0.83:1 | | Net Change: | 1.54% | -1.62% | -1.27% | -1.08% | -0.95% | -0.69% |
| Statistics By Variable: Match Price | | | <6 | <8 | <10 | <12 | <14 | <16 | <18 | <20 | <22 | <24 | | Completed | 5:1 | 9:1 | 9:3 | 14:2 | 11:6 | 12:9 | 19:11 | 21:18 | 24:10 | 21:12 | | 2 day chg | 0:6 | 1:10 | 4:8 | 3:13 | 6:11 | 11:9 | 10:20 | 18:22 | 10:24 | 14:19 | | 3 day chg | 1:5 | 2:9 | 4:8 | 2:14 | 10:8 | 12:9 | 10:21 | 15:24 | 9:25 | 17:16 | | 4 day chg | 2:4 | 2:9 | 5:7 | 2:14 | 9:9 | 9:12 | 12:20 | 19:20 | 12:21 | 15:18 | | 5 day chg | 2:4 | 3:8 | 7:5 | 4:12 | 10:8 | 8:13 | 13:19 | 23:17 | 11:22 | 17:16 | | 10 day chg | 1:5 | 3:8 | 4:7 | 3:12 | 12:6 | 8:13 | 13:19 | 23:17 | 14:20 | 19:14 |
| Statistics By Variable: Average Volume | | | <15.0M | <30.0M | <45.0M | <60.0M | <75.0M | <90.0M | <105.0M | <120.0M | <135.0M | <150.0M | | Completed | 140:71 | 3:2 | - | - | - | - | 1:0 | - | 1:0 | - | | 2 day chg | 74:138 | 3:2 | - | - | - | - | 0:1 | - | 0:1 | - | | 3 day chg | 78:136 | 3:2 | - | - | - | - | 1:0 | - | 0:1 | - | | 4 day chg | 82:132 | 3:2 | - | - | - | - | 1:0 | - | 1:0 | - | | 5 day chg | 93:122 | 3:2 | - | - | - | - | 1:0 | - | 1:0 | - | | 10 day chg | 96:118 | 3:2 | - | - | - | - | 1:0 | - | 0:1 | - |
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nikoschopen
2,824 posts
msg #46981
- Ignore nikoschopen |
9/15/2006 7:16:24 PM
The materials on EasyLanguage as well as TradeStation codes and strategies are now available in my Rapidshare folder. Look for the TradeStation subfolder.
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