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Messages - Sacha

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General Discussion / Re: Question on historical data
« on: October 25, 2019, 04:37:01 PM »
Early on in learning Stockalyze I thought running a trading system on a list of stock symbols would download the historical data.
Your understanding is right. Just that the data for only those stocks get downloaded that you used in backtesting. It's not only backtesting, anything you do like creating chart, run stock screener, backtesting, or even if you had alert set and you started Stockalyze then the price history of required stocks are downloaded. So, Stockalyze fetches data always on on-demand basis.
For creating chart there is a small optimization. If data is already present then a chart is first created with existing data, so that you get to see the chart as soon as possible and also the download of price is started in the background and chart is updated if there is new data available. If there is no data existing then only you see "waiting for price history".

But now when I run a trading system, and then chart a symbol, I get the brief message "waiting for price history" then the chart is displayed.
Are you getting this for same symbol you used in backtesting? Was backtesting done with Eod and you are creating intraday chart or vice versa? If not then it is a bug, but I doubt it. Please confirm. If it is bug it will be solved quickly.

So my question is:
How did the system run a trading system and use historical data when, by displaying a chart for a symbol, Stockalye needs to retrieve historical data?
I suspect either the symbol or the periodicity of backtesting and chart don't match. Please confirm.

One more thing to note is that intraday data and EoD data are separate and so both require separate downloads.
Sorry for lengthy explanation but I am putting it here for everyone's help. :)


General Discussion / Re: Custom data provider
« on: October 25, 2019, 06:49:55 AM »
Please, can I use other data provider?
For EoD you can use Metastock data if you have that. But, for intraday/realtime as of now only Alphavantage is supported. We are planning to add support for more data providers and also support of Metastock format and ascii format for realtime.
Will it be helpful for you?

I checking on alpha vantage, but I am not sure also.
You can use Stockalyze itself to see if your favorite stocks are available using Alphavantage.

There is any possibilty to use DDE (i have DDE quotations)
As of now it is not supported.

Sorry if my questions are not clear, but I am not a experience user.
Stockalyze is for everyone. Please let me know if there is anything else I can help you. Also, please let me know if support of metastock or ascii/text fle format for realtime will solve your use case?

Hi Ronaldo,
As of now backtesting only tests long positions. Do you want to backtest strategies for short positions?
We can add this in next few updates.

Feature & Enhancement Requests / Re: how to set stop target
« on: October 23, 2019, 02:17:39 AM »
In Backtest Trading Systems dialog you can set "Maximum loss", that is stop loss. You can also set "Maximum drawdown". For more details have a look here.

General Discussion / Re: Is the data delayed by 15 minutes.
« on: October 22, 2019, 06:17:21 PM »
Alphavantage does give delayed data for some stocks sometimes.

The new parameters are in backtesting dialog. See attached.

Troubleshooting & Bug Reports / Re: QUOTATION ISSUE IN BETA BUILD
« on: October 21, 2019, 05:44:34 PM »
Looks like a bug if this observation is right. Thank you for trying beta build and reporting this issue.

Can you please tell me which Trading System you used? May be you can send me the screenshot of backtest dialog with all parameters filled will be more helpful. I will try reproducing exact issue on my computer.

Thanks & regards,

General Discussion / Re: Intraday
« on: October 21, 2019, 07:02:02 AM »
This is now available in beta build, give it a try and let me know if this is what you wanted.

General Discussion / Re: Is it some bug or its expected?
« on: October 21, 2019, 06:56:45 AM »
The probable reason is that you are looking at the signal that happened on Friday or a day before a holiday and so the next trading session is not the next immediate day and so the delay. Check the date of next candle on which signal occurred and confirm if this is the case. Otherwise please let me know which stock you are having problem, I will take a look.

General Discussion / Re: Is it some bug or its expected?
« on: October 20, 2019, 08:19:48 PM »
They are values of corresponding indicators. You can try TYPPRICE and AVGPRICE indicators, they belong to Price Transform category of indicators.

Feature & Enhancement Requests / Re: Marks on the Chart
« on: October 20, 2019, 08:16:13 PM »
Its' already there. In a chart window hit Ctrl+4 and supply Trading System, you will get buy/sell signals displayed on chart.

You can read this section in help manual for more detail.

New update with following improvements is now beta:

  • Changes in input series of Point and Figure chart is now saved and used in all subsequent charts
  • Backtesting can now be done with intraday data
  • Buy and sell price are now configurable for backtesting, you can select open, low, high, close, typical, average, or median price for buy/sell simulation
  • By default next candle is used to trade after a signal has occurred, now it can be configured to trade on same candle

Please download beta version and give it a try.

Your suggestions and feedback are most welcome.

General Discussion / Re: Strategy entry and exit prices
« on: October 19, 2019, 05:43:36 PM »
You can now configure if you want the trading action to take place on signal day itself. It is in beta but you can give it a try: beta build to backtest by trading on signal day.

General Discussion / Re: Is it some bug or its expected?
« on: October 18, 2019, 06:05:38 PM »
I am planning to make it configurable to decide the trading price from open, close, low, high, average, or typical price. Do you think this is what you need?

General Discussion / Re: Intraday
« on: October 18, 2019, 05:18:51 PM »
This feature is in pipeline and will soon be in an update. Thanks for showing interest in the feature that is already in progress. :)

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