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Subject: TS Stocks

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bhh
Posts:17

01-22-2008 11:09 AM Alert 

I have a quick question about how Trader' Studio handles the different types of stock data internally.  Unquestionably, one of TS's most remarkable features is its ability to backtest stock data accurately using the different types of CSI data.  Truly impressive.

Lets say my setup criteria is stocks that have made a 50% move or more in the past 6 months and within 10% of their 52-week high.  This portion of the system would obviously need to use split-adjusted data. 

Now lets say (hypothetically of course) that I wanted to take stocks that were crossing above a 50-day high "Donchian channel" and priced over $10.  All of this I can program quite easily but all of this data would need to be based on split-adjusted data EXCEPT the $10 threshold which would need to use unadjusted data.

How does TS handle these issues internally and do I need to/can I instruct TS which data to use in these situations?

 

 

murray
Posts:431

01-22-2008 11:16 AM Alert 
TradersStudio Stock arrays allow access to data for TradersStudio stock markets:

Full form Short form
TSOpen  
TSHigh  
TSLow  
TSClose  

 

www.TradersStudio.com

GetCurrentDividend -- Function

In TradersStudio Stocks, this function returns current profit/loss due to dividends.

Syntax

GetCurrentDividend(Offset as Integer)

The GetCurrentSplit function syntax has these parts:

Part Description
Offset Number of bars ago. 0 means current bar, 1 means one bar ago, etc.

This function returns the sum of dividends over all past bars. This function is only accessible from TradersStudio Stocks.

 

Use this function to adjust N bar high for dividends. Other functions give you real stock price above.

 

Copyright

bhh
Posts:17

01-22-2008 11:39 AM Alert 

So TS used split-adjusted data unless specifically requested otherwise?  Using my above example, everything would be programmed normally except my threshold criteria would read...

TSCloseΎ] > 10

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