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I've done it but it takes a while and you have to send the output to a text
file or the debug log. This is easy to do in EL since all their system
statistics are either reserved words or can be ouput with some simple math.
Then, basically, set up a group list of stocks in your portfolio. Open the
first chart of that portfolio and apply your system. Then run workplace
assistant against the portfolio. Your output file will have all your
results and if you format it correctly with commas you can plug that into
excel and run all sorts of nifty sorting, stats analysis etc. I once tested
out a system against 2000 stocks and output some basic measurement about
each stock, volatility over several time ranges, ADX values etc, to see
what stocks my system worked best on and any basic similar characteristics
for them. Make sense?
If not, I can write more...
Thomas "Typing Fool" Alexander
"Carl
Vanhaesendonck" To: "Omega List" <omega-list@xxxxxxxxxx>
<carlvan@xxxxxxxx cc:
nline.net> Subject: One system tested over an entire
portfolio
02/15/2001 09:41
AM
I am a basic TS user and would like to know if something I am doing
regularly on Omnitrader 2000 is also possible on TS:
Is possible to test a strategy, not by trying different optimizations on
one
symbol, but instead by letting TS scan all my portfolio with the same
unoptimized (and in my case fortunately un-optimizable) system, then just
sorting the symbols on the criterion I selected (percent return for
example)?
I am perhaps stupid, but I never succeeded to do it with TS (or Supercharts
formerly), and never found an add-on capable of it.
I hope I am wrong and that somebody on this list has a solution.
Thank you anyway
-----Message d'origine-----
De : pierre.orphelin [mailto:pierre.orphelin@xxxxxxxxxxxxxx]
Envoyé : 15 February 2001 13:47
À : Omega List
Objet : RE: TASC Review of Tradestation Pro
May I draw the conclusion that my few optimistic posts carry more
strength, as they are able to cancel zillions of whining Simm's remarks ?
Never said that TS was absolutely perfect, only that it's still the only
easy and technically affordable trading solution for the systematic trader.
Rgds
PO
> -----Message d'origine-----
> De : DH [mailto:catapult@xxxxxxxxxxxxxxxxxx]
> Envoye : jeudi 15 fevrier 2001 04:37
> A : Omega List
> Objet : Re: TASC Review of Tradestation Pro
>
>
> > There is a difference between reporting bugs and hysterical whining.
> > As I said, sometimes you just get tired of the noise.
>
> Well, if you turn your head just right, the out-of-phase whining of M.
> Simms (everything about TS sucks, it's never been any good and it never
> will be) and Fuzzy Pete (TS is absolutely perfect, always has been,
> always will be) cancel each other and the result is blissful silence.
> :-)
>
> --
> Dennis
>
>
>
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