TradeStation

[sectorbets]

Hi David--

I'm considering moving to TradeStation for my real time portfolio management and my brokerage account. What do I give up--if anything--if I use their system to generate my trade data base rather than MetaStock?

Best wishes,
Rick

[David Samborsky]

Hello Rick

The TradeStation/TradeSim interface is not as streamlined as it is with Metastock and the native trb file generation. You need to create a trt file with your trade data. It is not as elegant as the Metastock interface but can be done. More information can be found in the following post.

http://www.compuvision.com.au/vBulletin/showthread.php?t=78 (http://www.compuvision.com.au/phpBB2/viewtopic.php?t=83)

The advantages of using the trt file format is that it allows additional information to be included that is not available in the native trb file. For example you can assign Ranking, Point Value, Initial Margin and Commission to each trade rather than use one global value. See document TB-2 for more information.

[57323]

i am a new user from today.
can one of the tradestation users post the code to make the tradesim file.
or david perhaps.

[57323]

when i let tradestation make a file with the following outlook



ZRAN,L,1031027,1031125,15.7900,17.6250

(i do not know yet to change 1031027 into 20031027 yet with tradestation)

i receive the following error message

tradepoosition `I ` is incorrect

[57323]

when i let tradestation make a txt file with the following outlook



ZRAN,L,1031027,1031125,0,15.7900,17.6250

(i do not know yet to change 1031027 into 20031027 yet with tradestation)

i receive the following error message

tradeposition `I ` is incorrect
what do i wrong

[Adrian]

In Tradestation you need to change the dates to Julian first then open the CSV file in Excel and change the julian dates for entry and exit to the format required by Tradesim by using the custom setting in format cell function.
The coding in TS for julian dates is as follows:

NumToStr(DateToJulian(EntryDate(Value1)),0)

hope this helps

Adrian

[57323]

hi adrian

the datetojulian function helps.
but when i use the format cells and custom sequense in excel
i can choose several possibilities but none which puts the 37909 (datetojulian) into the 20031015 format

i can choose the format 15-10-2003 but this is not accepted by tradesims.

[57323]

hi adrian

i found it
you can make your own custom format jjjjmmdd
many thanks


kees