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TS was not designed for that (dataN are only used as reference values for
use in the trading system applied to data1
However, you may generate parallel buy sell orders from data2 by rewriting
the buy sell logic applied to dataN, and send the bar by bar results to an
ASCII file.
I wrote 6 years ago a piece of EL code that generates parallel equity curve
from any setup entry, allow stop and limit orders and generate values that
are Equity Curve, buy or sell signal ( +1,-1), easy to export to an ASCII
file, and also could generate a parallel performance summary.
Sincerely,
Pierre Orphelin
www.sirtrade.com
TradeStation Technologies representative in France
> -----Message d'origine-----
> De : Chris Sorensen [mailto:Chris@xxxxxxxx]
> Envoyé : mardi 7 août 2001 20:39
> À : omega-list@xxxxxxxxxx
> Objet : Help with backtesting automation??
>
>
> Hi everyone,
>
> I'm an experienced developer (VB) but fairly new to TS2000i.
>
> I'm developing a "pairs trading" system for some folks in
> Chicago, and have
> 2 basic challenges.
>
> 1. Is there anyway to get TS to buy/sell the "Data2" stock (for spreads)?
>
> 2. Since we want to test a large number of strategies against a large
> universe of possible pairs, is there any way to automate the process?
>
> Right now I'm creating charts with the selected pairs "by hand,"
> sending the
> test output to a CSV file and doing the analysis in excel.
>
> I'm spending a large amount a time just creating pair charts,
> applying/deleting 10 strategies, then creating the next pair chart.
>
> For a system that touts itself as a "backtesting" system I would have
> thought that it would at least have MACRO capabilities to automate simple
> procedures.
>
> Any thoughts would be greatly appreciated.
>
> Thanks
>
> Chris
>
> PS. Has anyone used VB to automate TS?
>
>
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