davidjc01
7th April 2008, 10:29 AM
Another idea for you to consider:
It would be nice to be able to include a number of UserDefinedVariables in the TradeDataBase.
For example I might want to use a moving average as a trend indicator. But I might not be sure what the 'best' moving average is. So rather than run the plug-in many, many times producing many, many trade databases, it would be could to be able to run it once and have some of the moving average values entered into the trades database.
I am thinking along the lines of the way the SetVariabilityVolatility works. If there were a function say called ExtFml("TradeSim.RecordUserDefinedVariable01",Title,ValueArray) it would record the ValueArray into the TradeDataBase under a column headed Title. For example ExtFml("TradeSim.RecordUserDefinedVariable01,MovAvg30,Mov( C,30,S)) would record the 30 period moving average of all trades on the entry date in a column headed MovAvg30.
Then it would be possible to simply select/deselect the appropriate trades before running simulations. If there were scope to record (say) 10 such UserDefinedVariables (moving averages, volatilities, liquidities, etc, etc) in a trade database it would significantly reduce the number of trade databases that need to be produced and managed.
It would be possible to much more easily examine the winning and losing trades based on all the filters and variables one wishes to use, because they would all be recorded in the same place.
Best regards,
David
It would be nice to be able to include a number of UserDefinedVariables in the TradeDataBase.
For example I might want to use a moving average as a trend indicator. But I might not be sure what the 'best' moving average is. So rather than run the plug-in many, many times producing many, many trade databases, it would be could to be able to run it once and have some of the moving average values entered into the trades database.
I am thinking along the lines of the way the SetVariabilityVolatility works. If there were a function say called ExtFml("TradeSim.RecordUserDefinedVariable01",Title,ValueArray) it would record the ValueArray into the TradeDataBase under a column headed Title. For example ExtFml("TradeSim.RecordUserDefinedVariable01,MovAvg30,Mov( C,30,S)) would record the 30 period moving average of all trades on the entry date in a column headed MovAvg30.
Then it would be possible to simply select/deselect the appropriate trades before running simulations. If there were scope to record (say) 10 such UserDefinedVariables (moving averages, volatilities, liquidities, etc, etc) in a trade database it would significantly reduce the number of trade databases that need to be produced and managed.
It would be possible to much more easily examine the winning and losing trades based on all the filters and variables one wishes to use, because they would all be recorded in the same place.
Best regards,
David