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>Chris,
>
>You may also want to take a look at NeoTicker by
>TickQuest www.tickquest.com. It is programmable in VB or any 32 bit
>language and you can write any combination to testing you want.
>
>Not affiliated - just a happy customer.
>
>John
>
>
>
>At 8/7/2001 09:35 PM, you wrote:
>>TS was not designed for that (dataN are only used as reference values for
>>use in the trading system applied to data1
>>
>>However, you may generate parallel buy sell orders from data2 by rewriting
>>the buy sell logic applied to dataN, and send the bar by bar results to an
>>ASCII file.
>>
>>I wrote 6 years ago a piece of EL code that generates parallel equity curve
>>from any setup entry, allow stop and limit orders and generate values that
>>are Equity Curve, buy or sell signal ( +1,-1), easy to export to an ASCII
>>file, and also could generate a parallel performance summary.
>>
>> Sincerely,
>>
>>Pierre Orphelin
>>www.sirtrade.com
>>TradeStation Technologies representative in France
>>
>>
>>
>> > -----Message d'origine-----
>> > De : Chris Sorensen [mailto:Chris@xxxxxxxx]
>> > Envoyé : mardi 7 août 2001 20:39
>> > À : omega-list@xxxxxxxxxx
>> > Objet : Help with backtesting automation??
>> >
>> >
>> > Hi everyone,
>> >
>> > I'm an experienced developer (VB) but fairly new to TS2000i.
>> >
>> > I'm developing a "pairs trading" system for some folks in
>> > Chicago, and have
>> > 2 basic challenges.
>> >
>> > 1. Is there anyway to get TS to buy/sell the "Data2" stock (for spreads)?
>> >
>> > 2. Since we want to test a large number of strategies against a large
>> > universe of possible pairs, is there any way to automate the process?
>> >
>> > Right now I'm creating charts with the selected pairs "by hand,"
>> > sending the
>> > test output to a CSV file and doing the analysis in excel.
>> >
>> > I'm spending a large amount a time just creating pair charts,
>> > applying/deleting 10 strategies, then creating the next pair chart.
>> >
>> > For a system that touts itself as a "backtesting" system I would have
>> > thought that it would at least have MACRO capabilities to automate simple
>> > procedures.
>> >
>> > Any thoughts would be greatly appreciated.
>> >
>> > Thanks
>> >
>> > Chris
>> >
>> > PS. Has anyone used VB to automate TS?
>> >
>> >
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