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TradeStation EasyLanguage for Algorithmic Trading

You're reading from   TradeStation EasyLanguage for Algorithmic Trading Discover real-world institutional applications of Equities, Futures, and Forex markets

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Product type Paperback
Published in Sep 2024
Publisher Packt
ISBN-13 9781835881200
Length 282 pages
Edition 1st Edition
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Author (1):
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Domenico D'Errico Domenico D'Errico
Author Profile Icon Domenico D'Errico
Domenico D'Errico
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Toc

Table of Contents (13) Chapters Close

Preface 1. Chapter 1: Introduction to Algorithmic Trading and the TradeStation Platform FREE CHAPTER 2. Chapter 2: Getting Hands-On with EasyLanguage 3. Chapter 3: Writing a Trend Strategy 4. Chapter 4: Strategy Backtesting and Validation 5. Chapter 5: Reversal Strategies 6. Chapter 6: Trend Pullback Strategies 7. Chapter 7: Risk Management 8. Chapter 8: Futures and Forex Algorithmic Trading 9. Chapter 9: The Trading Operational Plan 10. Chapter 10: EasyLanguage in AI – Bridging Traditional Trading and Advanced Analytics 11. Chapter 11: EasyLanguage for Machine Learning 12. Index

Bridging Python and EasyLanguage

To bridge Python and EasyLanguage, we must first add (or have the AI model developers add) these lines of Python code:

#export TS function
from datetime import datetime
dates = pd.to_datetime(dataset.index, format='%Y%m%d')
dataset['datestr'] = dates.strftime('%Y-%m-%d')
dataset['yy']      = dataset['datestr'].str[0:4].astype(int)
dataset['yy_']     = dataset['yy']-1900
dataset['yy__']    = dataset['yy_'].apply(str)
dataset['dd']      = dataset['datestr'].str[-2:]
dataset['mm']      = dataset['datestr'].str[5:7]
dataset['Tsdate'] = dataset['yy__']+dataset['mm']+dataset['dd']
dataset['Tsdate']
dataset['code']='if date=&apos...
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