This study graphs and analyzes the trades generated by a trade system. The study uses the buys and sells from a text file.
Text File Allowed Formats
Intraday:
i yymmdd hhnn a p s and i yymmdd hhnn sseee a p s
where:
i = trade index number (To match buys and sells. Index values must be between 1 and 10. An index less than 1 is counted as 1, and an index greater than 10 is counted as 10.)
yy = last two digits of year
mm = month
dd = day
hh = hour
nn = minutes
ss = seconds
eee = milliseconds
a = action specifier (buy, sell)
p = price specifier (open, high, low, close, or numeric value)
s = trade size
Examples:
1 130707 1031 Buy Open 100
1 130921 10311703 Sell High 250
Historical:
i yymmdd a p s
Examples:
1 130707 Buy Open 100
1 130921 Sell High 250
External Trading System Parameters
Parameter |
Description |
Display |
Opens a sub-window with these display parameters: Profit = Select a color for all and closed profit lines. Loss = Select a color for all and closed loss lines. Weight = Choose a thickness for the all and closed lines. Draw = Select what to draw: lines and arrows, only lines, only arrows, or none Display = Select Line or Histogram. Trades = Opens a sub-window to assign color and thickness to trades, ATS 1-10. Stats = Opens a sub-window to choose which ATS parameters to display |
FilePath |
Select the location of the text file. |
TradeCount Method |
Select entry or exit based. |
TimeRange |
Opens a sub-window where you select the number of bars or time range for the analysis. |