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TSD v1 Vs v2 p.1

The document contains two versions of a trading system definition (TSD) separated by questions and comments. TSD v1.1 defines slippage, stop year, and account parameters while v1.2 adds Williams indicator parameters and changes the margin choke parameter. Questions ask about the stop year, actual account size, meaning of margin choke, and differences between the versions.

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Wong Cikgu
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© Attribution Non-Commercial (BY-NC)
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Download as DOC, PDF, TXT or read online on Scribd
37 views

TSD v1 Vs v2 p.1

The document contains two versions of a trading system definition (TSD) separated by questions and comments. TSD v1.1 defines slippage, stop year, and account parameters while v1.2 adds Williams indicator parameters and changes the margin choke parameter. Questions ask about the stop year, actual account size, meaning of margin choke, and differences between the versions.

Uploaded by

Wong Cikgu
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as DOC, PDF, TXT or read online on Scribd
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TSD v1.

1
// Defines
/////////////////////////////////////////////////////
Defines: Slippage(5);
// Slippage
Defines: StopYear(2005);
Defines: MM(0),Leverage(1),AcctSize(10000);

TSD v1.2
// Defines
/////////////////////////////////////////////////////
Defines: Slippage(5);
// Slippage
Defines: WilliamsP(24),WilliamsL(-75),WilliamsH(-25);
Defines: MM(0),Leverage(1),MarginChoke(500);

Q&A: why do you want to stop after 2005?


Does AcctSize (10000) need to be actual acct size?
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-------------------------------------------------------------------------------// Variables
/////////////////////////////////////////////////////
var: PriceOpen(0);
// Price Open
var: I(0);
// Misc Counter

Q&A: what does MarginChoke (500) mean/do?


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------------------------------------------------------------------------------// Variables
/////////////////////////////////////////////////////
var: PriceOpen(0),Buy_Tp(0),Sell_Tp(0);
var: I(0),WilliamsBuy(0), WilliamsSell(0);

Q&A: Why is this different? Why is there space in v.1 between


PriceOpen(0); ..here..//Price Open
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// Initialisation
/////////////////////////////////////////////////
if year < stopyear then exit;
If Curtime - LastTradeTime < 10 then Exit;
If FreeMargin < 500 then Exit;
Q&A: why is FreeMargin used in v.1 & not in v.2?

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// Initialisation
/////////////////////////////////////////////////
If Curtime - LastTradeTime < 10 then Exit;

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