Re: Data with best performance

[Bob Fulks <bfulks@xxxxxxxxxxxx>]

At 5:29 PM -0500 3/4/99, Massimo wrote:

>I need an indicator that help me to find , in a custom data list, the
>symbols with the best performance ( in % ) in the last X days , and sort
>all the symbols by performance ( with an alert ?) ; there is someone that
>can help me ?


This cannot be done in TradeStation as it cannot sort symbols. But you can
do the calculations in TradeStation for each symbol in your custom data
list, using the ChartScanner if you would like, and print or write to a
file, a one-line summary for each symbol.

You can then open this summary file in Excel and sort any way you want.

Something like the following code should give you the idea. (I am away from
my TradeStation system so cannot check the syntax of these statements.

Create as an indicator:

Input: X(5);
Vars:  PctGain(0);

if Close <> 0 then PctGain = 100 * (Close - Close[X]) / Close;

if LastBarOnChart then
   Print(",", PctGain:4:3, ", ", GetSymbolName ", ");

if FALSE then Plot1(0,"Dummy");



You can see that I added commas to allow you to easily import the data into
Excel using the comma-delimited input parsing. It is best to put the symbol
name at the end of the line as it has a variable number of characters.

You need to add to your "print setup" some simple character printer driver.
I use the Epson LQ-200. Then set this to print to a file. I can then tell
TradeStation to "Print" to that printer (using the "Print Setup" dialog, so
that it will send a stream of ASCII characters to a file. It asks you to
name the file. (I got this printing tip from Sam Tennis of Vista Research.)

I added a comma at both the beginning and end of each line because the
print driver adds some control characters at the beginning and end of some
lines. This allows me to just not import these "columns" of junk into
Excel. You need to set you print log to accept as many lines as you expect
under "Tools - Options - General" in TradeStation". The maximum is 750
lines.

You can write the line to a file instead of the print log but I have found
that this is much slower.

The Plot statement is there to keep TradeStation from thinking you forgot
to plot your output. It does nothing.

Hope this is helpful.


Bob Fulks