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Wednesday
Jan232013

Mon 1/21/2013

01-21-2013 09:24:28
cosmo
WL gone again on startup this morning.
01-21-2013 09:25:26
BruceB_RR
Mine is ok.
01-21-2013 09:27:56
cosmo
I uninstalled and reinstalled and it is back
Working now...we will see if I get any hits
01-21-2013 09:30:58
BruceB_RR
Check your symbol lists.
01-21-2013 09:31:13
cosmo
I forgot...only futures and FX open today
01-21-2013 09:31:43
BruceB_RR
Ha, me too LOL
01-21-2013 09:32:56
cosmo
I have only been using the SP500 to be sure I get hits. My filters work with whatever I throw at it :)
01-21-2013 09:34:02
BruceB_RR
I think that it reverts back to SP100 over night.
But the field is blank.
symbol text field
01-21-2013 09:40:09
cosmo
BT seem to be working ok.
seems
I built that rule with the entry included and can't get it to close any trades in BT.
I gave it a 2% which should have plenty of closes
01-21-2013 09:59:08
BruceB_RR
Are you using a Target or a Stop order?
01-21-2013 10:00:13
cosmo
Target
I'm running it again...I just noticed I forgot to change the 1st constant from the default 10 to zero
01-21-2013 10:02:03
BruceB_RR
I ran my Test a Rule strat and it has both Target and Stop set at 0%, only some of them exited.
01-21-2013 10:02:44
cosmo
Does that mean it does not always find the entry match
01-21-2013 10:04:54
BruceB_RR
I was thinking that maybe my exits were only getting filled from the Stops. But I don't know.
01-21-2013 10:05:17
cosmo
It looks like it works...I will have to calculate the trades as the % Net P/L is broken. I'll be back shortly...have to stoke the wood stove and get breakfast ready.
01-21-2013 10:06:13
BruceB_RR
ok, Got plenty of wood now? ;)
01-21-2013 10:08:13
cosmo
Yea...that tree that fell from the neighbor's across the easement gave me a row 6ft tall and 10ft long :) It was dead and is nice and dry. Hickory.
01-21-2013 10:09:16
BruceB_RR
Great, I was thinking that it would be next year before it would be ready to burn.
01-21-2013 10:10:06
cosmo
It has been dead for a couple of years
01-21-2013 11:02:24
kbrouder
morning
01-21-2013 11:02:48
BruceB_RR
Morning KB
01-21-2013 12:17:34
cosmo
That capture works for a value. It would also be great if it would capture the exact time. I don't think that is possible is it?
01-21-2013 12:18:32
BruceB_RR
Nope :(
01-21-2013 12:18:57
cosmo
We seem to be pretty limited with time.
01-21-2013 12:19:22
BruceB_RR
Time is always limited ;)
01-21-2013 12:19:24
cosmo
As Busby says "price and time".
I notice all of the "Rule Templates" are red. I just saved the canned EOD close ad locked up much of WL where I'm getting the Etch a Sketch effect again. The problem seems to only be RB. I can't get that tab to open now.
and
BT is still running and I can switch between SB BT and DS.
Just not back to RB
01-21-2013 02:37:38
BruceB_RR
Mine seem to be switching fine, But I have been working on the site more then the platform. I still think it is a pathing problem inside the .wrl and .wrs files.
01-21-2013 02:39:38
cosmo
In trying to put together a new absolute time close to use in BT to close all trades left open, I cant get Absolute Time to change the time from the default 9:30am
I'm
01-21-2013 02:41:17
BruceB_RR
Try double clicking the number that you want to change then run the arrows up or down.
01-21-2013 02:41:35
cosmo
I got it. You have to wipe all the way to the right as the name text is too long for the rule box
Seconds have to be highlighted also
Do you feel the staged exits are working...like where the first exit closes 50% and the 2nd one closes 100% (remaining)?
01-21-2013 02:44:12
BruceB_RR
I have not tested them yet.
But I was not sure that we were getting good cancels before. So not sure what partial exits would do to the mix.
01-21-2013 02:46:50
cosmo
WL came back after a restart. I'm trying the absolute time close right now. Last time I tested it the trades were still left open.
Time/Date rule is not closing trades. That funcion seems to be broken. The rule is simply a Now and an Absolute Time fed into After Time which feeds Signal.
01-21-2013 03:15:58
RR
See more: Discussions & Examples
01-21-2013 03:16:58
cosmo
On this site?
01-21-2013 03:17:59
BruceB_RR
Ha, I must have pasted that in the chat by mistake :)
I am adding a search link to the bottom of all the Nodes that will look across the site for examples and any discussions on the node
It will work really well once I get the Template Rules up.
01-21-2013 05:05:08
cosmo
I don't think the scaled exits are working. It seems to close the trade 100% on the lower value before the higher one would trigger. Both rules close the trade as expected...they just don't scale together. We need a way of seeing where each rule triggers.
When using multiple exits
01-21-2013 05:06:07
RR
Yes
01-21-2013 05:08:53
Steve
Hi Everyone
01-21-2013 05:09:08
cosmo
Haudi
That was the license plate on my Audi.
01-21-2013 05:11:23
Steve
Haudi = Howdy?
01-21-2013 05:11:34
cosmo
yep
01-21-2013 05:11:48
Steve
Haudi Cosmo
01-21-2013 05:12:06
cosmo
Cold here in Indy
01-21-2013 05:12:06
BruceB_RR
hey I'm back, just had to re-boot. :)
01-21-2013 05:12:27
cosmo
15 degrees
01-21-2013 05:12:41
Steve
I love the colder weather
01-21-2013 05:13:06
cosmo
I'll take RR's weather :)
01-21-2013 05:13:50
Steve
its 75 degrees here
01-21-2013 05:14:38
BruceB_RR
I was just taking to my Son-Inlaw in Indy. :) he was trying to call from outside, decided to talk from car. LOL
01-21-2013 05:15:43
cosmo
BTW, RR the Entry/exit rule is working well on my swing strat. Not many hits so it may work for me. What part of Indy?
01-21-2013 05:16:22
BruceB_RR
I think it is White Hill ???
01-21-2013 05:17:02
cosmo
Not sure where that is...I'm out in the country on the far North-side.
01-21-2013 05:19:01
BruceB_RR
I thought it might work better in RTS then in backtests, but I had not tested it there.
01-21-2013 05:23:36
cosmo
I have not gotten anything to actually close in RTS since this upgrade except for stop-outs.
TO has fired off however showing the exits are working. It looks like their order mangement is the problem.
01-21-2013 05:26:20
BruceB_RR
That makes sense.
01-21-2013 05:38:25
Steve
http://i.imgur.com/7NtO6re.png?1
http://i.imgur.com/7NtO6re.png
its the target code
I am trying to simplify it
01-21-2013 05:43:32
BruceB_RR
So, if zero is greater or equal to zero and it is after 9:35:30 then true.
You have the same symbol in all of the Single OHLC's
01-21-2013 05:44:38
Steve
it defaults to QQQ
usually i would have something like PEP in one single and KO in the other
its pairs trading
01-21-2013 05:47:12
BruceB_RR
I would still use a regular OHLC for one of them so it is comparing your position to the Single OHLC.
01-21-2013 05:48:44
Steve
the way shadowtrader did it consisted of 3 rules: an entry, a stop, and a target and a buy and sell strategy
01-21-2013 05:48:56
BruceB_RR
And you should be able to the Time After or the Time Between to control your time. A lot of extra cycles to hook it into the symbols.
01-21-2013 05:52:22
Steve
with pairs your buying one stock and shorting the other
i would love to be able to streamline the rules and strategy so I can have 1 buy and 1 sell
01-21-2013 05:58:04
BruceB_RR
Do you know ahead of time which is long and short?
01-21-2013 05:58:34
Steve
yes
the pairs are set up after hours for next day
the way it works is that lets say i am trading PEP-KO and want to go long PEP, the entry would be set up as a buy rule and the stop and target would be set up as exit rules. I would create a watchlist with PEP and assign it as buy.
01-21-2013 06:08:11
BruceB_RR
Here is the Target we did the other night.
http://i.imgur.com/p8MjQrH.png
01-21-2013 06:10:01
Steve
yes
01-21-2013 06:11:08
BruceB_RR
Since this was for UDR-CLP then you would make a watch list with UDR in it.
01-21-2013 06:13:06
Steve
that is a target rule
since it has a LTE node, it would be part of a short play
The reason behind the both Single OHLC is that the first symbol in the pair can be a sell or buy. In the example PEP- KO, I can buy PEP and sell KO or, Sell PEP and Buy KO.. That is the reason for seperate watchlist and a buy and a sell strategy
01-21-2013 06:39:05
BruceB_RR
Unless I'm really not seeing something it should be the same. And I don't think that Prodigio allows for all Single OHLC's any more.
But I have been wrong before :)
01-21-2013 06:41:06
Steve
if that is the case, then I would need to think of a different way to do it :)
challenges
going for dinner need to BBQ.. be back later
would be nice if prodigio allowed the - sign inbetween symbols
hey all
yes

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