To download the ChaosHunter1 EasyLanguage document (ELD) for this example, as well as the corresponding ChaosHunter model files, go to the ChaosHunter section of the tech support web site, www.ward.net, New and Updated Examples, TradeStation Example 1. The ELD document includes the neural functions for TradeStation that are used in this example.
TradeStation Example 1
The first TradeStation example is designed to show how you can export a couple of TS's indicators in a text file, build an example in CH using only neural functions, and then insert the resulting formula in TS as an indicator. This example is meant only to show the mechanics of using CH with TS, and is not meant to be a profitable example.
First we loaded a 5 minute QQQQ chart back to Jan 1, 2008 in TS, and then inserted the Rate of Change indicator and the Volatility indicator into the chart. We displayed the Data Window and right clicked on it to get the dialog which allows all of the data to be saved in a text file we called qqqq.txt. The indicators were labeled ROC and Volty by TS.
Next we loaded qqqq.txt into CH and chose ROC and Volty as inputs. Even though we would be using the neural functions which require numbers in the range of about + - 3, there was no need to scale these inputs because they were pretty small already. The output was Open, because our trading signals would get filled on the open of the next bar. If you load the text file into CH from the same folder the .work file is stored in, you can see the other settings we selected in CH.
After optimizing, we saved the model for safe keeping, and then "applied" the model using the blue "spider web" icon. From there it was possible to copy both the formula and the buy/sell thresholds that CH evolved onto the clipboard in order to later paste into TS.
Next we created a new Indicator called ChaosHunter1 in TS. Basically, it was the formula created by CH, calling the appropriate TS neural functions as well as the TS indicators ROC and Volatility. We plotted both the CH formula and the buy/sell signals which resulted from applying the buy/sell thresholds to the formula. If you import ChaosHunter1.ELD and insert ChaosHunter1 in a QQQQ 5 minute chart, you can see what we did. When you import the .ELD document, the neural functions n2, sigmoid, and tanh will be available for use in TradeStation.
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