To download the ChaosHunter1 EasyLanguage document (ELD) for this example, as well as the corresponding ChaosHunter files, go to the ChaosHunter section of the tech support web site, www.ward.net, New and Updated Examples, TradeStation Example 2.
TradeStation Example 2
Our second TradeStation example builds a model based only on open, high, low, close, and volume from TradeStation data, and then inserts 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 daily SPY chart back to early 2002 in TS. We displayed the Data Window and right clicked on it to get the dialog which allowed all of the data to be saved in a text file we called "spy daily.txt". There were no indicators from TS in the file.
Next we loaded spy daily.txt into CH and chose NO inputs, because we wanted to use the technical indicators included in ChaosHunter applied to open, high, low, close, and volume. So on the Formula tab, we selected open, high, low, close, and volume as potential time series for the technical indicators. The output was Open, because our trading signals would get filled on the open of the next bar. If you load the text file yourself into CH from the same folder the .work file is stored in, you can see the other settings we made 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 TS indicator called ChaosHunter2. Basically, it was the formula created by CH, calling the appropriate TS math and technical indicator functions that we created for use in TradeStation (see link below to download). 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 ChaosHunter2.ELD into TS and insert ChaosHunter2 in a SPY daily chart, you can see what we did. When you import it, the math and technical functions it uses will get loaded with it.
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