Tradestation 8 & Tradestation 2000i

[Trader333]

I dont believe that you get many and the idea is to build your own unless you are a member of the TradestationWorld forum in which case you could probably download a large number.


Paul

 

[riddle]

To get you started, there is a collection at:
http://trader.online.pl/ELZ/!-ELZ-index.html
Mostly stuff pulled from the omega-list mailing list, I think.

 

[JTrader]

Thanks riddle .

 

[JTrader]

I've downloaded the free hypertopools xpo software from hypertrader - that converts ASCII data to xpo (globalserver?) format, and excel data to xpo (globalserver?) format - so that it can be imported into ts2000i.

However, when I try to convert an excel file into XPO format I have to browse for the file i want to convert. I have a folder of excel files - but in the hypertools browse window, it shows this folder as being empty, the files are at the least - invisible. Has this happened for anyone else? How can i rectify this problem?

Cheers

jtrader.

 

[Trader333]

I seem to remember that the Excel file needs to be in csv format and not xls


Paul

 

[JTrader]

"I seem to remember that the Excel file needs to be in csv format and not xls


Paul"

Thanks Paul

are you referring to when importing an excel file directly into ts2000i, or before converting an excel file into xpo format with hypertools?

Either way, do i just need to change the filename extension from .xls to .csv?

Cheers.

 

[Trader333]

I think you need to open the xls file and save it as a csv file then import it to hypertools to convert to TS2000i format.


Paul

 

[JTrader]

Hello

I converted my ASCii (?) file to XPO format using hypertools XPO. However, now I am struggling to import ity into globalserver (for ts2000i). I run through the process - as described in the help hiles - but then nothing happens and the data file isn't displayed.

Where are imported XPO files stored in globalserver?

Once XPO files are in globalserver, is it a straghtforward process to display the data, and to display the data in a chart?

Many thanks

jtrader.

 

[jimvt]

jtrader

I've similar problems to that -eventually twigged that the symbol name and/or symbol root needed to be typed in Upper Case.

Your situation is probably entirely different but check anyway.

 

[JTrader]

Thanks jimvt

my XPO datafiles are for GBP/USD &EUR/USD. Whose symbol name and/or symbol root needs to be typed in uppercase? (is this tradestation, and from where is this info available?)

And does the symbol name and/or symbol root need to be set up before importing the XPO file into globalserver?

Does the actual XPO file need to be named with the specific symbol name/code? Because my cable xpo file is simply has 'cable' and '1min intraday' & '.xpo ' in the title?

Thanks again

jtrader.

 

[jimvt]

Thanks jimvt

my XPO datafiles are for GBP/USD &EUR/USD. Whose symbol name and/or symbol root needs to be typed in uppercase? (is this tradestation, and from where is this info available?)

And does the symbol name and/or symbol root need to be set up before importing the XPO file into globalserver?

Does the actual XPO file need to be named with the specific symbol name/code? Because my cable xpo file is simply has 'cable' and '1min intraday' & '.xpo ' in the title?

Thanks again

jtrader.

I'm very rusty on this and I don't think I can answer your questions properly, I'm afraid.

What i meant was that if you double click on the imported symbol in Global server , under the first tab the symol root (at least) needs to be in Upper Case.

 

[JTrader]

Importing XPO data files into globalserver for use in ts2000i

Good morning

let me start outlining this problem again.

I have two xpo sample historical intraday data files from a third party data provider that i want to import into ts2000i, called GBPUSDmin.xpo and GBPUSDTick.xpo.

In the Globalserver I have the Historybank subserver installed. You can check this from the global server-view-datafeed settings. I followed a standard install proceedure and have not done anything with ts2000i yet.

To import an xpo file i use file-import-globalserver format
in the GS menu. I then have to 'Choose files to import:' Scanning the c drive brings up a list of the available xpo files. I then select one of these files and it says 'Choose symbols to import, then click next.' The symbol is displayed as "GBPUSDCMC'1". Underneath I have checked under "show" - "All symbols."

I click next.

In the next screen, it says ' "Choose field/resolution to import, then click next." In the box below it says under 'Field', 'Trade Record' , and under 'Resolution' 1 minute. I also have the two options ticked - "Automatically rebuild all history settings of the same field" & "Automatically add selected field/resolution to symbol history settings."

I click next. In the next screen it asks me to "Choose dates and times." it displays from midnight 1/1/1902, and to 23:59:59 on 8/14/2004. I select "The time is expressed in" - GMT. I do not have any idea what this screen is about and so basically leave it as it is except for selecting "The time is expressed in" - GMT.

I click finish and it says that "The data was imported successfully."

However, there is no trace of this data in the symbol portfolio. Do I need to inset a symbol for the data before I try importing the data?

Does the symbol name need to match the symbol name displayed - "GBPUSDCMC'1"?

If not, where do i get the symbol name from?

And does the symbol root need to match the symbol name?

This is where I really get lost - inserting a symbol into the symbol portfolio and the various pieces of information that is requested. I did work my way through this, set up a symbol called "GBPUSDCMC'1" and then tried importing the data again. It said that "The data was imported successfully." However, I was unable to see the data in the history to save tab, or view the imported data in the edit data tab. Nor was I able to display any data in a chart.


If anyone has a solution/or has overcome this obstacle in their early use of ts2000i, I would greatly appreciate your input.


Thanks again

jtrader.

 

[jimvt]

Hi jtrader

To import an xpo file i use file-import-globalserver format
in the GS menu. I then have to 'Choose files to import:' Scanning the c drive brings up a list of the available xpo files. I then select one of these files and it says 'Choose symbols to import, then click next.' The symbol is displayed as "GBPUSDCMC'1". Underneath I have checked under "show" - "All symbols."

Ok so far. If you select 'symbols matching those in portfolio' then your symbol should still appear.

I click next.

In the next screen, it says ' "Choose field/resolution to import, then click next." In the box below it says under 'Field', 'Trade Record' , and under 'Resolution' 1 minute. I also have the two options ticked - "Automatically rebuild all history settings of the same field" & "Automatically add selected field/resolution to symbol history settings."

I click next. In the next screen it asks me to "Choose dates and times." it displays from midnight 1/1/1902, and to 23:59:59 on 8/14/2004. I select "The time is expressed in" - GMT. I do not have any idea what this screen is about and so basically leave it as it is except for selecting "The time is expressed in" - GMT.

Fine. Even if the gmt setting is wrong (I'm a bit woolly about this one too) your data (or at least some of it) should still appear.

I click finish and it says that "The data was imported successfully."

However, there is no trace of this data in the symbol portfolio.

Do I need to inset a symbol for the data before I try importing the data?
Does the symbol name need to match the symbol name displayed - "GBPUSDCMC'1"?.

Yes the symbol must be set up first and it must match the symbol given in the xpo file.

And does the symbol root need to match the symbol name?

If you're importing futures the symbol root defines the symbol .e.g 6E for gbpusd globex futures.
The symbol name would be 6E followe by a gap then a symbol defining the contract month, eg 6E U4.
If not a future I *think* you can just use the same symbol in the name as in the root.

This is where I really get lost - inserting a symbol into the symbol portfolio and the various pieces of information that is requested. I did work my way through this, set up a symbol called "GBPUSDCMC'1" and then tried importing the data again. It said that "The data was imported successfully." However, I was unable to see the data in the history to save tab, or view the imported data in the edit data tab. Nor was I able to display any data in a chart.

I think this is probably where you're going wrong. Can you post what settings you've used?

 

[Trader333]

jtrader and Jim,

I beg to differ with what has been said here. If you have a data file in xpo format then you dont need to set the symbols up first as when you import it then you should get the name of the instrument automatically being displayed in Globalserver. It is clear that something else is wrong here.

jtrader I will end you a pm with an email address that you can send one of the files you have and I will see if I am able to import it myself.


Paul

 

[JTrader]

You can also find some easy language strategies at http://www.tssupport.com/support/base/?action=article&id=1324

 

[JTrader]

Backtesting with TS2000i

I intend to backtest EUR/USD & GBP/USD intraday data using ts2000i with timeframes between 5 & 60 minutes. Is there a limit to the amount of intraday data that can be backtested in ts2000i?

Is eight months intraday data ample enough data to provide reliable/representative backtesting results? if not, how much would you recommend?

Thanks

jtrader.

 

[Trader333]

There is no limit


Paul

 

[JTrader]

Hi

hopefully there is a very simple solution to this problem. Just starting to wrte tradestation easy language strategies by working through an example in an "easy language - getting started" pdf.

Basically, I want to open the correct item to write a new strategy. In easy language power editor I go to file- new and it brings up a dialogue box with differents tabs and several oprions in each (most are templates). I tried selecting 'search strategy' under the 'general' tab. However, when I try to verify my strategy (if Close of this bar is > High of 1 bar ago then Buy next bar at market ; ) I get the message 'This word is not allowed in a study' (the word is Buy). Perhap "Search Strategy" is the wrong option?

The pdf file had pre-instructed me to "In tradestation, use the File - New menu sequence, click the Easy Language tab and select Strategy to create a Power Editor Strategy Document." However, I followed these instructions and there is no "easy language" tab under File - New in the "Omega research Prosuite 2000i" window. I have an "Omega Research" "Other Active Documents" and a "Workspace" tab.

How should I go about writing a new trading strategy in a format that will not produce such error messages?

Thanks a lot

jtrader.

 

[Trader333]

You cannot write a strategy in Easylanguage in TS2Ki . What you can do is to write a signal that is then verified and then you can put the signal into a strategy. So open a new file in EasyLanguage and then put in your new code then verify it.

You will now need to go to Tradestation itself and select "Go" then select "Tradestation Strategy Builder" you will now be able to select your new signal as an input to the strategy.


Paul

 

[JTrader]

Thanks Paul.

Using File - New - Signal in the strategy builder enables me to write and verify the signal.

jtrader.