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

*****SPAM***** REply Regarding Filtering and Screening Symbols with TradeStation


  • To: <mrktwiz1@xxxxxxxxx>
  • Subject: *****SPAM***** REply Regarding Filtering and Screening Symbols with TradeStation
  • From: "Vince Heiker" <tachyonv@xxxxxxxxxxxxx>
  • Date: Sat, 26 Apr 2003 09:18:47 -0700

PureBytes Links

Trading Reference Links

SPAM: -------------------- Start SpamAssassin results ----------------------
SPAM: This mail is probably spam.  The original message has been altered
SPAM: so you can recognise or block similar unwanted mail in future.
SPAM: See http://spamassassin.org/tag/ for more details.
SPAM: 
SPAM: Content analysis details:   (6.10 hits, 5 required)
SPAM: IN_REP_TO          (-0.8 points) Found a In-Reply-To header
SPAM: X_MAILING_LIST     (-0.3 points) Found a X-Mailing-List header
SPAM: X_LOOP             (-0.2 points) Found a X-Loop header
SPAM: SPAM_PHRASE_03_05  (1.1 points)  BODY: Spam phrases score is 03 to 05 (medium)
SPAM:                    [score: 4]
SPAM: AWL                (6.3 points)  AWL: Auto-whitelist adjustment
SPAM: 
SPAM: -------------------- End of SpamAssassin results ---------------------

Another trader and I are using this real time screening method:

- Radarsceen plus our custom indicator written in EL to filter what we want,
from the universe of symbols that we place into a Radarscreen table.

Current TS7/Radarscreen limit is officially 500 symbols but we have found
that there are some bugs and other limits that reduce this number to
something under 400. This is a limitation on the total number of symbols
active in an instance of TS7, regardless of whether in one or more tables,
charts, etc.

Rumors are that in May, an upgraded TS7/Radarscreen release will no longer
have any limits.

Temporary way around the limit, is to split up symbol lists among multiple
instances of TS7.  The other trader and I do this now.  He has some and I
have some.  We have alerts set to email each other as our indicator finds
each symbol that fits our criteria, in real time, during the day. There is a
delay caused by Internet email - sometimes the delay is several minutes or
more - but this is better than nothing.

(Before anyone asks, we have legally bound ourselves via written contract to
not divulge what we are doing, so we cannot share our code, designs, etc.,
with others.  Reasons are, we are doing something that works very well, but
if others traded it, we would have difficulties with our own fills, and the
markets would adjust to what we are doing.  There are limits to altruism and
sharing with others!)

One approach you might do, is to set up each index's components in a
separate table for
each index.  Up to no more than, say, 350 total symbols across all of the
tables. Create your own screening/filtering logic in EL.  Insert the
indicator as a column in each Radarscreen table. The devil in this, is in
the details, of course.

Hope that the above is enough to at least help you get started.


Vince Heiker
Flower Mound, Texas


-----Original Message-----
From: John Armstrong [mailto:mrktwiz1@xxxxxxxxx]
Sent: Thursday, April 24, 2003 3:09 PM
To: omega-list@xxxxxxxxxx
Subject: First posting to list so be gentle.....;-)


List,

I am looking to see if Tradestation can be programmed
to "filter" stock per certain criteria? I want to
filter whole index's for top and bottom performers,
i.e. SOXX, BKD etc..also for stocks breaking new 52 wk
highs, new lows, on extrodianrily high volume etc..I
know this must be a very simple question as I have
been lurking for some time on the list, but I am
serious and would enjoy any help from a much smarter
group on this list than I am.

I'm sure it can do that but as I am not a programmer,
are their any pre-built code or programs that would
act as an add on for TS6, (currently using 6 not 7).
Any help would be greatly appreciated.

Thank you in advance for your help.

John Armstrong


=====
************************************************************
John Armstrong
Green Tree Trading LLC
Trader        ph#;831 818-9572 mobile#
mrktwiz1@xxxxxxxxx
www.greentreetrading.com
Full financial services for the active trader and managed money services.

---