Geschrieben von Klaus am 12.02.2003, 15:05:
OK, ich zitiere aus dem ELA Reference Manual:Zitat:
Overview
Once you create a price chart and apply a Trading Strategy to it, TradeStation evaluates all
the Trading Strategy rules for the very first (oldest) bar on the chart—as it does with all
EasyLanguage procedures—and generates the trading orders (to buy, sell or exit) to be executed
either at the close of that first bar or on the next bar.
Once TradeStation evaluates all instructions for the first bar on the chart, it reads the second
bar of data and evaluates any orders that were left active from the first bar with the prices
of the second bar, looking for possible fills. If tick data is available, TradeStation can look
at each traded price, or tick, to determine the price at which the orders would have been
filled, or if they would have been filled at all. If there is no tick data available, TradeStation
simulates the fill prices using several market assumptions explained later in this section.
Once the Trading Strategy Testing Engine is done evaluating the orders that were active
through the second bar, TradeStation returns to the EasyLanguage instructions that compose
the Trading Strategy and generates the necessary orders for the close of the second bar
and places those for the third bar. This process, called backtesting, is repeated on every bar
until the last bar on the chart is reached (the most recent bar).
Wenn Du also jetzt einen daily Chart verwendest (z.B. DAX Index) wann genau (zu welcher Uhrzeit) werden dann Orders generiert und wann werden diese Orders ausgeführt?
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