Description

F Signal with the Acme Trade Manager Float Breakouts and Fullbacks Plot parallel lines indicating float tumover Plot the high and low float channels Plot the float turnovers on base breakouts Return the value ofthe upper float channel Retum the value ofthe lower float channel Return the float ofa given stock Calculate the bar number for a float turnover

11.2Compilation

11.2.1 Creating an Archive

Once the code has been created and verified in TradeStation, the user should create an EasyLanguage archive file to store aU ofthe Acme code. Further, ifthe trader uses the combination of TradeStation 20001 and TradeStation 6, then the archive should be created in 20001 and then imported into TradeStation 6 because the old signal names will be automatically converted.

TradeStation2000i

To create an archive in TradeStation 20001 application, follow these steps:

1. In the EasyLanguage PowerEditor, select: File->Import and Export...

2. Click on:

Export EasyLanguage Storage File (ELS)

3. Click: Next >

4. Under the Analysis Type: dropdown menu, select: All Techniques

5. Scroll down until you see the Acme prefix. Highlight: Acme All Strategies

6. Click the > button repeatedly until all ofthe Acme techniques have been transferred to the Techniques to Export: pane on the right.

7. Click: Next >

8. Enter the location and name where the archive file will be created, e.g., c:\temp\Acme.els

9. aick: finish

10. a reminder dialog box will appear sayii:

Functions used by functions you selected will be automatically transferred as well.

11. Click:

12. The transfer process wUl begin. Possibly, a Confirm file replace dialog box will appear asking ifyou would like to replace an existing analysis technique. Click:

No to all

13. a reminder dialcg box will appear saying:

Signals and Functions used by the selected Strategies and Signals will be automatically transferred as well.

14. aick:

15. a reminder dialog box will appear saying:

Functions used by Studies you selected will be automatically transferred as well.

16. aick:

17. an export success dialog box will appear saying:

You have successfully exported your analysis techniques

18. Click:

19. The archive file named Acme.els has been created in the directory: c:\temp\

The archive file can now be distributed and imported into both TradeStation 20001 and TradeStation 6.

The archive file can now be distributed and imported into TradeStation 6.

To create an archive in TradeStation 6, take the following steps:

1. In the TradeStation 6 application, select: File->Import/Export EasyLanguage...

2. Click on:

Export EasyLanguage Documents File (ELD)

3. Qick: Next >

4. Under the Analysis Type: dropdown menu, select: All Techniques

5. Scroll down until you see the Acme prefix. Highlight: Acme All Strategies

6. Click the > button repeatedly until all ofthe Acme techniques have been transferred to the Techniques to Export: pane on the right.

7. Click: Next >

8. Enter the location and name where the archive file will be created, e.g., c:\temp\Acme.eld

9. Qick:

Finish

10. A Reminder dialcg box will appear saying:

Strategies and Functions used by the selected Strategies will be automatically transferred as well.

11. Click:

12 The transfer process will begin. An Export Success dialog box will appear saying:

You have successfully exported your analysis techniques

13. Chck:

14. The archive file named Acme, eld has been created inthe directory:

c:\temp\

Once the archive has been created, it can be imported into TradeStation 6 with the following steps:

1. In the TradeStation 6 application, select: File->lmport/Export EasyLanguage...

2. Click on:

Import EasyLanguage file (ELD, ELS, or ELA)

3. Click:

Next >

4. Type the location and name where the archive file is located, e.g., c:\temp\Acme.els

5. Chck:

Next>

6. The analysis types will be displayed and checked. If not checked, click: Select All

7. Click:

Next >

8. The available analysis techniques will be displayed and checked. If not checked, click-Select All

9. aick: Finish

10. A Reminder dialcg box will appear sayii:

Strategies and Functions used by the selected Strategies will be automatically transferred as well. IL Click:

12. The transfer process will begin. Possibly, a Confirm file replace dialog box will appear asking ifyou would like to replace an existing analysis technique. Depending on whether or not the file to import is newer than the existing one, select Yes ifnewer. No ifnot.

13. TradeStation will begin verifying all ofthe code.

14. An Import Success dialog box will appear saying:

You have successfully imported your analysis techniques

15. Click: OK

11 Sour Code

11.3 Using the Software

The Acme systems and indicators are applied using the standard Trade Station Windows menus:

a Insert-Indicator...

a lnseit->PaintBar...

a lnseit->Strategy...

11.3.1 Acme All strategies

A Strategy namedAcmeAU Strategies has been created that combines the Acme Systems F, M, N, R, and V. This strategy can be inserted into a TradeStation chart like any other strategy (the Acme P system has been excluded because it is a special intraday strategy).

11.3.2 Acme Spread Indicator

The Acme Spread Indicator requires four Data charts for the two stock symbols in its Chart window. The first two charts are intraday (Datal and Data2), and the second two charts are daily (DataS and Data4) as follows:

1. Stock A : Intraday

2. StockB : Intraday

3. Stock A : Daily (hidden optional)

4. StockB : Daily (hidden optional)

The spread indicator uses the daily data for calculating historical volatility and correlation values. The daily data is required in the chart window but does not need to be displayed. We recommend 3- or 5-minute charts for pair trading.

11.3.3 AcmeGetFloat Function

The Acme F System requires the use of a function AcmeGetFloat. Since the float is fundamental information and cannot be obtained through the TradeStation interface, the AcmeGetFloat function contains the float values for over 1500 commonly traded stocks. If a symbol is not listed in this function, then the float analysis techniques simply do nothing because the float value is zero. To add a stock to the list in theAcmeGetFloat function, perform the following steps:

1. Open the EasyLanguage function AcmeGetFloat.

11.4 Source Code

2. Scroll down the document to insert the new symbol alphabetically. The fiinction uses a binary sort to locate a symbol quickly, so it must be in alphabetical order; otherwise, it will not be found.

3. Copy and paste one ofthe surrounding lines in the function. Update the line with the new symbol and float value (refer to Chapter 4 for getting the float value).

4. After the symbol has been added. Verify the function (F3).

5. The float analysis techniques should now appear in the symbols chart window.

11.4 Source Code

ofthe Acme code is hsted in alphabetical order. Every signal, indicator, and function has been written in EasyLanguage. To build each ofthe strategies, use the TradeStation StrategyBuilderfM to create a new strategy using the following steps:

a Create the new strategy with the proper name, a Add each signal to the strategy.

a Each strategy should contain the signals shown in each table.

For TradeStation 6, insert each system from the table into the chart window to form the overall strategy.

Acme All Strategies

strategy

Table 11.10. Acme Strategies