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Hello Mark,
TSTrades *can* be used 'with homebrew code' to automate an iterative
parameter optimisation process.
To be more specific, TSTrades incorporates a command line driven program
that interfaces directly with TradeStation.
An external program could be used to:
- specify the batch to be run (systems/charts/settings),
- repeat until some criteria met:
- call the TSTrades batch script,
- examine system reports, including any optimisation files,
(the batch script saves these as text files),
- update the batch specification.
Please let me know if I can give you more details.
Regards
- Michael
_____________________________________________________________________
Michael Harries | TradeStation Add-ins
http://www.cse.unsw.edu.au/~mbh | DLLs: HashNums QlsNums Instance
Quality Trading Innovations | Batch Execution: TSTrades
http://www.ozemail.com.au/~qtrade |
> I would like to optimize a single system on a single chart, look at the
> results, then re-run the optimizer with new parameter settings, based on
> the system's performance on the prior range of parameter settings. This
> would be a form of directed hill-climbing process and would entail the
> followng sequence:
> set optimizer parameters
> run optimizer
> save results table to a text file
> analyze file with homebrew code (in C, VB, etc.)
> determine new parameters settings
> repeat process until some condition is met
> Can homebrew code be integrated with TS Trades to achieve the above? Or is
> something totally different required?
> - Mark Jurik
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