Category: Functions

Print statements are commonly used as a debugging aid when code fails to work as expected.  Three functions have been created to add timestamps and additional useful information to each line printed: FUNCTION _DateTimeSym...

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...

Tradestation 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...

eKam 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,...

In a prior post “Faster Flexible Standard Deviation Functions” a standard deviation function that outputs the mean value in addition to the standard deviation was presented. This is useful as many times there is a...

Function LoadTradeArray accomplishes the task of loading strategy trades into an array for subsequent processing, such as the calculation of optimization objectives like Tharp’s System Quality Number or...

Van K. Tharp proposed a formula for System Quality Number that measured strategy performance and could be used as a custom objective for optimizing strategy parameters. The formula was presented in his recent book: The...

texttextThis is a function proposed by Van K. Tharp in his book Trading Your Way to Financial Freedom (1999) as a way to measure strategy performance. Although Expectancy is not one of the objectives that the user can select...

I was recently developing code to perform circular indexing of arrays where my need was to calculate the correct circiular index of a bar that was far into the future or far into the past relative to the current bar. I was...

There has been recent enthusium for recoding many stand-alone functions as in-line code to improve execution speed. There is no argument that in almost all cases in-line code runs significantly faster than function calls....

Purpose This function displays the number of bars visible on a chart. Users have the functions GetAppInfo(AiHighestDispValue) and GetAppInfo(AiLowestDispValue) to determine the highest and lowest values that are currently...

Purpose This function displays the number of bars visible on a chart. Users have the functions GetAppInfo(AiHighestDispValue) and GetAppInfo(AiLowestDispValue) to determine the highest and lowest values that are currently...

Basic Definitions and Structure In establishing a re-usable code that will be suitable for use in all strategies to issue orders, determine which orders were executed and to implement logic to control strategy behavior, it will...