TradeStation Help

Strategy Properties for all Strategies on this Chart - General

The General tab allows you to set or modify preferences for the strategies on the active chart. This includes trade costs, strategy back-testing, setting limits on positions for pyramiding strategies, and modifying the trade size for strategies (if not specified by the strategy).

If you want to track your orders, make sure check the setting Generate strategy orders for display in TradeManager's Strategy Orders tab (from the Format Analysis Techniques & Strategies - Strategies dialog.

 Access using the menu bar Format > Strategies menu sequence and select the Strategies tab > Properties for All. From the Strategy Properties for All Strategies on this Chart dialog, select the General tab.

Currency

Displays the currency values for the selected strategy in the currency of the symbol or of a specified brokerage account. For example, if you're applying a strategy to a forex symbol such as USDJPY that trades in Yen, selecting Base Currency of Symbol (Yen), it will display a ¥ character (or the word Yen) for related currency values in strategy dialogs and in the Strategy Performance Report. If both the symbol and account are in dollars, the Base Currency drop-down is grayed out. 

 For more information, see Currency Conversion.

• Base currency of - Select the base currency for the selected strategy from the drop-down list.

Costs/Capitalization

Contains the costs and capitalization in dollar amounts, and percentage & margin rates for the selected strategy.

• Commission - Enter the dollar amount and select the appropriate setting (per Trade or per Share/Contract) that you pay for commission.
• Position Slippage - Enter the dollar amount and select the appropriate setting (per Trade or per Share/Contract) that you anticipate as slippage.
• Initial Capital - Enter the dollar amount of your initial capital.
• Interest Rate - Enter the amount for the percentage rate.

Back-testing resolution

The Look-Inside-Bar-Backtesting has no effect on real-time data or strategy automation as it is a feature of TradeStation's strategy back-testing feature. It is designed to report more accurate back-testing results, and allows a strategy to examine a finer data interval than appears in your chart so as to more carefully reconstruct the historical trades as they might have occurred in real time.

It is not necessary to use Intrabar Order Generation to take advantage of the improved back-test accuracy afforded by Look-Inside-Bar Back-testing. If checked, the back-testing resolution is automatically selected based on the type of chart being used.

 For more information, see About Intrabar Order Generation or Format Strategy - Calculation.

• Use Look-Inside-Bar Back-testing - Check this setting to enable the use of a sub-interval to identify price action occurring within each charted strategy bar.
• Tick - Select this setting and enter the number of ticks to identify price action occurring within each charted strategy bar at the tick level
• Second - Select this setting and enter the number of seconds for each sub-interval used for back-testing.
• Minute - Select this setting and enter the number of minutes for each sub-interval used for back-testing.
• Daily - Select this setting to us the back-testing feature for weekly and/or monthly charts.
• Maximum number of bars study will reference - Enter the maximum number of bars that the back-testing will reference to.

Position Limits (for pyramiding strategies only)

Contains the settings for multiple order pyramiding for the listed strategies. When unchecked, only one entry order in the same direction is allowed per strategy.

• Allow up to [nn] entry orders in the same direction as the currently held position - Check this setting to allow the additional of shares or contracts for existing positions within a market. 
• when the order is generated by a different entry order - Select this setting to ignore all buy or sell orders generated by the entry that initiated the current open position.
• regardless of the entry that generated the order - Select this setting to consider all buy or sell opportunities regardless of whether they come from the same entry signal or not.
• Maximum shares/contracts/units per position - Enter the maximum value to use for each position.

Trade Size (if not specified by strategy)

Contains the settings for the trade size for your strategy.

• Fixed Shares/Contracts - Check this setting to enter the value of number shares, contracts or units.
• Dollars per trade - Check this setting to enter the amount for each trade.
• Round down to nearest [nn] shares/contracts/units - Enter the number you want to round off the dollars per trade.
• Maximum number shares/contracts/units - Enter the maximum number for your trade size.

 Click OK to apply changes or Cancel to exit without changes.