[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Use TS 4.0 for manual trade tracking?



PureBytes Links

Trading Reference Links

I have been following this thread for a while.

For what it's worth, there is a company, Titan Analytics (no affiliation) in
Nanaimo, BC, that sometime back was developing an TS add-on to do just that
(real-time Virtual Trader).  I am sure it would have been in the $500-$1000
range.

I would like to graph and summarize orders intra-day, and changing the dates
and times in the system would be cumbersome and impractical as I trade.

Does anybody know if Trade Station could for that purpose read an Excel
spreadsheet, let's say, where date, time, price could be entered as the
(discretionary) orders are placed?

Dan Visanescu





----- Original Message -----
From: Don C <countach@xxxxxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Cc: <ian.frost@xxxxxxxxxxxxxx>; <code-list@xxxxxxxxxxxxx>
Sent: Saturday, April 10, 1999 5:01 PM
Subject: Re: Use TS 4.0 for manual trade tracking?


> >Subject:        Use TS 4.0 for manual trade tracking?
> >  Date:         Sat, 10 Apr 1999 02:03:13 +0100
> >  From:         "Ian Frost" <ian.frost@xxxxxxxxxxxxxx>
> >    To:         <omega-list@xxxxxxxxxx>
> >
> >Hi,
> >I use TS 4.0 for its indicators for the plotting of indicators
> >and painbars, not systems so I have no idea where to start on this.
> >I was wondering therefore if someone would be able tell say if the
> >following is possible and how I might start the project.
>
> >I would like to be able to track and plot within TS4.0 trades
> >that I execute. One could say manually, i.e. not related to a system.
>
> >For example if Mon 5th April went long USM9 1 unit, ( I know the
> >dates and prices of all my trades, or if they were done just mkt on
> >open), and closed it out today again mkt on open, to be able to plot
> >that using the system tracking on TS both graphically and in PL terms.
>
> >I need to be able to show my boss in nice simple terms where they went
> >long or short and how much they made from their intuitive trading
> >versus a more mechanical and disciplined approach.
> >
> >I guess this must be possible, just not sure where to start.  Any
> >clues???
> >
> >Thanks in advance
> >Ian>
> >
> >_| _| _| _| _| _| _| _| _| _| _|_| _| _|
> >_| ian.frost@xxxxxxxxxxxxxx
> >_| Tel (H) 44-181-675-9660
> >_| Tel (W) 44-181-972-6818
> >>_| _| _| _| _| _| _| _| _| _| _|_| _| _|
> ////////////////////////////////////////////////////////
>
> I have written two such systems that allow manual setting of entries and
> stops.
> You must enter the price, the date and time of the trade, your MaxLoss
> or
> Trailing Stop.  But since TS buys on the close of the bar, it is
> sometimes
> difficult to get the buy at exactly the price you entered.  Sometimes
> you have
> to change the bar compression or pick an earlier or later time which
> will give
> you the closest price.
>
> I have enclosed two systems: one for a single buy, and one for four
> concurrent buys.
> You may wish to change the stop mechanism, or anything else.
>
>
> {SYSTEM: Force Buy w/Exit}
>
> input : BuyPrice(0), BuyDate(990), BuyTime(0), MaxLoss(2),TrailStp(3) ;
> Variables : Gain(0), TradeHi(0), TradeGain(0), Once(0) ;
>
> IF Close > TradeHi  Then TradeHi = Close ;
> TradeGain = TradeHi - EntryPrice ;
>
> IF   BuyPrice >= Low  AND  BuyPrice <= High
>       AND  Date = BuyDate  AND  Once = 0
>       AND   ( Time >= BuyTime  OR  BuyTime = 0 )
> Then BEGIN
>        BUY  This Bar ;    TradeHi = Close ;       Once = 1;
> End ;
>
> IF  MarketPosition = 1  AND  Close <=  EntryPrice - MaxLoss
>    Then EXITLONG  ("Loss") This Bar ;
>
> IF    MarketPosition = 1 AND TradeGain >= 1
>        AND   Close  <   TradeHi - TrailStp
> Then EXITLONG ("TrailStop")  This Bar ;
>
>
> ==============================================
> {SYSTEM: Force Buy x4 w.Stop}
>
> input : MaxLoss(2),TrailStp(3),Stop_$(0),
>         Buy1Pric(0), Buy1Date(990), Buy1Time(0),
> Buy2Pric(0), Buy2Date(990), Buy2Time(0),
> Buy3Pric(0), Buy3Date(990), Buy3Time(0),
> Buy4Pric(0), Buy4Date(990), Buy4Time(0)  ;
> Variables : Gain(0), TradeHi(0), TradeGain(0), Once(0) ;
>
> IF Close > TradeHi  Then TradeHi = Close ;
> TradeGain = TradeHi - EntryPrice ;
>
> IF   Buy1Pric >= Low  AND  Buy1Pric <= High
>       AND  Date = Buy1Date  AND  CurrentEntries = 0
>       AND   ( Time >= Buy1Time  OR  Buy1Time = 0 )
> Then BEGIN
>        BUY ("Buy1") This Bar ;    TradeHi = Close ;       Once = 1;
> End ;
>
> IF   Buy2Pric >= Low  AND  Buy2Pric <= High
>       AND  Date = Buy2Date  AND  CurrentEntries = 1
>       AND   ( Time >= Buy2Time  OR  Buy2Time = 0 )
> Then BEGIN
>        BUY   ("Buy2") This Bar ;    TradeHi = Close ;       Once = 1;
> End ;
>
> IF   Buy3Pric >= Low  AND  Buy3Pric <= High
>       AND  Date = Buy3Date  AND  CurrentEntries = 2
>       AND   ( Time >= Buy3Time  OR  Buy3Time = 0 )
> Then BEGIN
>        BUY  ("Buy3")  This Bar ;    TradeHi = Close ;       Once = 1;
> End ;
>
> IF   Buy4Pric >= Low  AND  Buy4Pric <= High
>       AND  Date = Buy4Date  AND  CurrentEntries = 3
>       AND   ( Time >= Buy4Time  OR  Buy4Time = 0 )
> Then BEGIN
>        BUY  ("Buy4")  This Bar ;    TradeHi = Close ;       Once = 1;
> End ;
>
> IF  MarketPosition = 1
>     AND ( Close <=  EntryPrice - MaxLoss  OR ( Stop_$ > 0 AND C < Stop_$
> ) )
>    Then EXITLONG  ("Loss") This Bar ;
>
> IF    MarketPosition = 1 AND TradeGain >= 1
>        AND  ( Close  <   TradeHi - TrailStp  OR (Stop_$ > 0 AND C <
> Stop_$) )
> Then EXITLONG ("TrailStop")  This Bar ;
>
> ===================================================
>