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Re: REply Regarding Filtering and Screening Symbols with TradeStation



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On Sat, 26 Apr 2003, Vince Heiker wrote:

> 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.

I have programs in unix that scan all amex, nyse, nasdaq symbols and filters
based on my/my group's criteria.

Mike