Tradestation

[Quantum]

Can tradestation create system test files that tradesim can analyse :?:
Ta,
Quantum

[David Samborsky]

Hello Quantum,

Yes TradeStation can be used to create Text Trade Database files that can be read by TradeSim. We have a number of users using it that way. Also you need the Professional or Enterprise Edition to read text trade database files.

[mcdirt]

Can anyone please tell me how to do this - make Text Trade Databses from Supercharts/TradeStation?

[Adrian]

Hi Guys,

I use Tradestation 2000i as a test vehicle, and get it to create a text file that I can open in Excel and add the required data or reformat it to suit TradeSim. There are basicaly 2 ways you can do this. You will have to learn to use the File Append command basically. You can create with File Append command the info you require within your system coding or a better solution is to write a completely separate Signal file that can be used in any System by adding at the bottom of your coding the line "IncludeSystem:"NameofFileAppendSignal";

The File Append command enables you to send almost any details you require from the system test to a text file such as trade details, equity stream, summary results, or any particular number string you desire. I suggest starting with just one or two varibables first as you slowly build what TradeSim ultimately requires. Here is a brief bit of coding to help you know the layout.

Variables:
reportFolder("c:\Temp\"), {The path and file names may be changed if required}
equityFile("");

{Initialise files}
if CurrentBar=1 then
begin
equityFile = reportFolder+"equity.csv";
FileDelete(equityFile);
FileAppend(equityFile,"Date,Close,NetProfit,OpenPositionProfit"+NewLine);
end;

{Creates straight stream daily equity file}
if Date<>Date[1] then
FileAppend(equityFile,NumToStr(date[1],0)+","+NumToStr(close[1],4)+","+NumToStr(NetProfit,2)+","+NumToStr(OpenPositionProfit,2)+NewLine);


Hope this helps.

Regards,
Adrian

[mcdirt]

Thanks for taking the time to post the explanation Adrian - looks like it's far easier to create Trade Databases using Metastock and that using TradeStation is a little more convoluted and cumbersome. Couldn't imagine it being much easier than it is with the Metastock + TradeSim combination.

I use Almax data and their downloader has the feature of being able to create symbol watch lists (where all data is automatically updated to) makes everything work like clockwork.

[alikair]

after you code a output to a file, then whats the next step? i.e. how do you test multiple securities? I would imagine with radar screen, but I dont think that was availible with the older version you were using.

[sectorbets]

I'm just converting to TradeStation so I can use their Radar Sceen technology--I outgrew MetaStock's capabilities a long time ago as to real time signals, and have been using a huge spreadsheet linked to eSignal.

Once I complete the conversion, I'll update everyone here about what I have learned. For the time being, I'm still developing my trading systems with MetaStock and then converting them to TradeStation, but I hope over time I can eliminate the MetaStock step.