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I have had all sorts of problems with night and day sessions in tradestation
crossing the date line. As tradestation treats all bars within a date as a
day, the HighD LowD functions will not work properly, and systems
recalculate at midnight.
Sam Tennis of Vista Research & Trading helped me recode my systems
referencing the trading sessions as opposed to dates, and has now made the
functions avalible in his utilities disk.
you can email him at
skt@xxxxxxxxx
hope this helps
Regards Joel
Hi!
I trade a system with T.S. real time mostly currencies, T.Bonds and S&P
which
all have an active night session. At the close of the night session my
system
can generate a signal that will be filled at the opening of the day
session.The problem is that the system will completely forget this signal at
the close of the day session. If the market has been moving according with
the
morning signal, the system will generate a new signal at the closing price.
It's no big dal because my own fill is better. But, if the market moves the
other way, the system may just not generate any signal or, worst, an
opposite
signal. In short it forgets completely the position it was holding all the
day
long. I have been trying to get some help from Omega research without very
much success. I could take into account only the day session but on the J.Y.
for instance there is so much movement during the night that it does not
make
sens to me.
I would appreciate any help.
Thank you.
Jean Jacques
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