Currently Browsing : reports

A function that creates a HTML file after backtesting which contains a 0

Posted on 17, June 2013

in Category SID

Description for OutputHTML SID 805 A function that creates a HTML file after backtesting which contains all orders, positions and tradehistory for the account. The logic for this function: #This function creates an HTML file, containing all orders, positions and #tradehistory for the account. This function should be called in the #End Event for the account. #The filename of the html file my $filename='C:/results.html'; #We try and open the file for writing. If this fails, we raise a fatal error #The first parameter is the file handle, we use this handle when writing to the file. my $fh; open($fh,”> $filename”)

Read More

This example trading system allows the backtesting of newsletter “buy” 0

Posted on 17, June 2013

in Category SID

Description for Backtest_Newsle SID 584 This example trading system allows the backtesting of newsletter “buy” and “sell” signals. The signals are stored in a comma separated variable (CSV) file that can be edited in a text editor or in a spreadsheet. Notes for this Trading Account: This example trading system allows the backtesting of newsletter “buy” and “sell” signals. The signals are stored in a comma separated variable (CSV) file that can be edited in a text editor or in a spreadsheet. The file is loaded in the account begin event with the signals loaded into global hash references. During

Read More

Analyzes volume by each 30 min period using intraday 30 min bars. Pro 0

Posted on 17, June 2013

in Category SID

Description for VolumeByPeriod SID 114 Analyzes volume by each 30 min period using intraday 30 min bars. Produces comma-delimited output file for export to excel. Notes for this Trading System: Rules for this Trading System: Begin event logic: Bar event logic: # Produces a comma-delimited output file for export to excel # Analyzes intraday 30 min bars to output volume by each period for one instrument per run. # In excel, you can quickly find average volume by each 30 min period and the % of volume # for each period individually and cumulatively. # Provides a reference for heavy

Read More