maxbasily
57 posts
msg #58463
- Ignore maxbasily |
12/24/2007 7:19:15 AM
hi Rumpled..long time no hear...
could you give me the TS easy language code for your gap-fill statistics filter (see below) -
how do I get it into radarscreen so it shows me the gap-fills (out of 100) ?
thx!! merry xmas!!
set{Xgapped, open - close 1 day ago}
set{Xgapup, count(Xgapped > 0, 1)}
set{Xgapdn, count(Xgapped < 0, 1)}
set{absgap, abs(Xgapped)}
set{gappedup100, count(Xgapup > 0, 100)}
set{gappeddn100, count(Xgapdn > 0, 100)}
set{cl1lo, close 1 day ago - low}
set{hicl1, high - close 1 day ago }
set{fillup, count(cl1lo > 0, 1)}
set{filldn, count(hicl1 > 0, 1)}
set{gapupfilled, Xgapup * fillup }
set{gapdnfilled, Xgapdn * filldn }
set{gapup100f, count(gapupfilled > 0, 100)}
set{gapdn100f, count(gapdnfilled > 0, 100)}
set{gapfilled, gapup100f + gapdn100f}
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TheRumpledOne
6,529 posts
msg #58465
- Ignore TheRumpledOne
modified |
12/24/2007 9:39:35 AM
Use my SMAA Statistics indicator. You can get it on www.kreslik.com
You may also want to give the new TRO PLOT ACCUMULATOR a look.
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maxbasily
57 posts
msg #58500
- Ignore maxbasily |
12/25/2007 9:37:26 AM
thank you.
I downloaded all the Eld s..
however, what I need is just a short code for TS backtesting to :
BUY a list of stocks at the open ONLY if gap is down
SELL a list of stocks at the open ONLY if gap is up
and CLOSE All Position at end of day
how do I backtest this in TS?? 'cause stockfetcher doesn' t recognize intraday which way the gap openend
thx
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TheRumpledOne
6,529 posts
msg #58501
- Ignore TheRumpledOne
modified |
12/25/2007 9:54:49 AM
Write a STRATEGY to backtest in TradeStation.
I thought SF intraday data was delayed by 15 - 20 minutes. Doesn't SF process the current data after that?
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maxbasily
57 posts
msg #58513
- Ignore maxbasily |
12/25/2007 2:21:19 PM
tht' s the whole point. I don't get this TS code..every time they force me to put in "buy next bar", but I want it to buy THIS BAR, but only if the GAP is DOWN this bar...
and CLOSE if gap is filled.../or if a -5% stop is hit
can you help me here with the right TS code??you can mail it to my private email maxbasily@gmail.com if you want "to avoid hassles"
thx
max
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