Tradestation provides built-in linear regression functions LinearReg and LinearRegFC, which both use identical calculation algorithms except for the inclusion of the ExecOffset feature in the later function. The FC suffix after...
Read MoreTradestation built-in functions Highest and Lowest loop through the most recent Length bars to obtain the highest and lowest prices, respectively. These functions, in turn, call a nested function, Extremes, to perform the...
Read MoreThere are two very useful purposes served by knowing the strategy optimization iteration or pass number during optimization: When outputting the results of optimization, as is commonly done when custom objective functions are...
Read MoreeKam has pointed out that the LastBarOnChart function does not work correctly on type 0 (tick) bars. The problem is that the time function called by LastBarOnChart does not resolve time finer than 1-minute increments. Therefore,...
Read MoreThe Anatomy of a Stop A stop can be defined by specifying four basic parameters, illustrated in Figure 1 below: Price Reference: The price from which the stop is offset (white line) to create a stop value. Stop Offset: The...
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