Importing Trades into TradeStation

I have often developed programs that use data that TradeStation may not have in their database, and later wanted to use the signals generated on that data and it apply it to another market. Here is a simple program that uses arrays to specify trade dates and signals. The code to interpret the arrays and then execute the orders follows:


array: DateArray[1000](0),BorSArray[1000]("");
vars: iCnt(1);

DateArray[1]=1081228;	BorSArray[1]="S";
DateArray[2]=1081229;	BorSArray[2]="B";
DateArray[3]=1090104;	BorSArray[3]="S";

if date >= dateArray[1] then
begin
	if date = dateArray[iCnt] then
	begin
		if BorSArray[iCnt] = "B" then buy this bar on close;
		if BorSArray[iCnt] = "S" then sellShort this bar on close;
		iCnt = iCnt + 1;
	end;
end;

Notice how arrays are defined and declared. How do you think you would handle a system that goes flat?

Building Winning Trading Systems with TS – System Update

These are hypothetical numbers and there are no guarantee historical performance will be repeated in the future. Here is an update to the performance of the Russell Day trade system described in the book. Looking Good!

Portfolio Report

HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.
ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.