External Trading System (XTS)

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.