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In Tradestation isn't their the following functionality??
If System A is long then add length using System B and vice versa
I just figured it's such a simple concept, yet so hard to implement when
the systems are complex and "condition statements" are unclear.
Can I not just reference a system somehow like a function?? and use it as a
true / false input to trigger further systems
Thanks for all your help and sorry about disclaimer.
Mark
----- Forwarded by Mark Keenan/GB/ABNAMRO/NL on 30/07/2002 17:13 -----
Mark Keenan
To: alex@xxxxxxxxxxxxxx
30/07/2002 17:01 cc: omega-list@xxxxxxxxxx
Subject: Re: Easylanguage coding Problem - Help really appreciated.(Document link: Mark
Keenan)
When using a simple system what you described works great, however with
the system code under the link below how can I do it? (the condition is
unclear)
Essentially the system works using a coefficient of 3 (in English it goes
long when the market breaks ABOVE the 21 day ATR by a factor of 3)
I want it to add ADDITIONAL length using a coefficient of 1.5 ( meaning
that is the market breaks BELOW the 21 day ATR by a factor of 1.5)
Any ideas as the system is quite complicated and I did not write it.
Got the code from the following link -
http://klub.chip.pl/tsfp/t-i-Swing_Wave_Indicator.html
Thank you
Mark
Mark Keenan
To: alex@xxxxxxxxxxxxxx (Alex Matulich)
30/07/2002 16:46 cc: omega-list@xxxxxxxxxx
Subject: Re: Easylanguage coding Problem - Help really appreciated.(Document link: Mark
Keenan)
Thank you very much for your reply - Appreciate it
alex@xxxxxxxxxxx
com (Alex To: mark.keenan@xxxxxxxxxxxxxx
Matulich) cc:
Subject: Re: Easylanguage coding Problem - Help really appreciated.
30/07/2002 16:33
>How can I get a system to add to a position - For example:
Go to Format->Strategy and select your strategy. In the dialog box
there is a tab for configuring the strategy. You want to enable
Pyramiding. This is usually off by default, meaning that if the
strategy is already in a long position, it won't add another one.
There are two pyramiding options. One lets the strategy add new
positions if the same signal generates more. The other lets the
strategy add new positions only if a different signal generates more.
That is if you had these two statements:
if <condition1> then buy("b1");
if <condition2> then buy("b2");
If both condition1 and condition2 are true, then two buy signals would
be issued. If the system is already long from a previous "b1" signal,
then depending on your pyramiding setting, either 2 new positions will
be added (if you allow the same signal to generate more positions), or
only 1 will be added (because a position from b1 already exists).
--
,|___ Alex Matulich -- alex@xxxxxxxxxxxxxx
// +__> Director of Research and Development
// \
// __) Unicorn Research Corporation -- http://unicorn.us.com
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