to the Quick Start Tutorial for Bull Charts Users
Contents
1. to use to risk based position size models from within TradeSim Exercise 3 Q Displaying your trading signals Sometimes it is convenient to display your trading signals superimposed on a chart for inspection or debugging purposes You can do this in BullCharts but an easier way is made available from within the TradeSim plugin itself For example when you create a Trade Database and you wish to view all trading signals on the long side for symbol ANZ you just need to add the following code after the call to the Initialize function ExtFml TradeSim ShowTrades LONG ANZ To do this select the Advanced tab from the BullScan properties and then click on Generate Scan BullScript The script viewer should popup with all of the BullScript code for the scan Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserved Page 15 http www compuvision com au Final Release Version 6 K BullScan Properties TradeSim Sample Scan lol x 1 General 2 Trade Systems 3 Securties 4 Advanced STEP 4 These are advanced options such as sorting and how much data to include in your scan Sorting Defaults Initially sort by This scan is a built in scan that Symbol x has been modified Ascending Descending Load Original Settings I Show first fio rows Data Number of bars to load Automatically determined Load 599 bars Generate Scan BullScript N Apply a2. is a trademark of Compuvision Australia Pty Ltd IMPORTANT READ CAREFULLY This license statement and limited warranty constitutes a legal agreement License Agreement between you Licensee either as an individual or a single entity and Compuvision Australia Pty Ltd Vendor for the software product TradeSim Software of which Compuvision Australia Pty Ltd is the copyright holder BY INSTALLING COPYING OR OTHERWISE USING THE SOFTWARE YOU AGREE TO BE BOUND BY ALL OF THE TERMS AND CONDITIONS OF THE LICENSE AGREEMENT Upon your acceptance of the terms and conditions of the License Agreement Compuvision Australia Pty Ltd grants you the right to use the Software in the manner provided below If you do not accept the terms and conditions of the License Agreement you are to promptly delete each and any copy of the Software from your computer s This license agreement only applies to the software product TradeSim and not to any other product even if that product is similar to TradeSim and has a similar name The Vendor reserves the right to license the same Software to other individuals or entities under a different license agreement After accepting this license agreement the Licensee is permitted to use the Software under the terms of this agreement Under this license agreement the Software can only be used by those persons or entities that have purchased a license key Payment information is available at http www
3. 2 BullScript 3 Securties 4 Advanced STEP 2 Select the filter criteria for your scan To start click on New Scan as at Current Snapshot TimeStamp Data period type Latest data update Use Snapshot asx Time 07 01 2009 12 00 00PM Daily Tuesday 3 March 2009 v Local Time 07 01 2009 12 21 00 PM F Include incomplete period F Use rolling periods Script entire scan Script each column separately ExtFml TradeSim Initialize ExtFml TradeSim ShowTrades LONG ANZ I ExtFml TradeSim EnableDelayOfEntryByOneBar ExtFml TradeSim EnableDelayOfAllExitsByOneBar ExtFml TradeSim SetVolumeInfoType LOWEST hd J BullScan Properties TradeSim Scan ShowTrades 1 General 2 BullScript 3 Securties 4 Advanced STEP 3 Select which securities or watchlist you wish to scan on using the Add Remove arrows Available Security Groups Securities to Scan All Ordinaries S amp P ASX 20 S amp P ASX 50 S amp P ASX All Ordinaries Gold Sub Indus S amp P ASX 200 Add gt gt S amp P ASX 300 S amp P ASX Midcap 50 lt lt Remove S amp P ASX 300 Metals And Mining Indus S amp P ASX Small Ordinaries S amp P ASX 20 20 securities selected S amp P ASX 100 amp Zimplats Holdings Limited Industry Groups 491 Security Types Click on the Advanced tab and increase the data loading options fr
4. Final Release Version 6 Tradesim Advanced Trading Simulator and Back Tester For position traders using BullCharts Advancing the Art of Trading with Science TradeSim Quick Start Tutorial for BullCharts Users Standard Professional and Enterprise Editions v TradeSim Version 6 v TradeSim DLL BullCharts Plugin Version 8 Last Update 4 March 2009 Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserved Page 1 http Awww compuvision com au Final Release Version 6 Contents IN CONTENTS EEEE E E E EOE EEA DISCLAIMER vsccisscssisstseassasebevs er aeee ESA EEEE e NO COPYRIGHT AND LICENSING AGREEMENT essesssssooesssoocoesosccesssccesssoossesooecesooceesssccssssoossseso DPA OM ALKS seis ss ccssiecsvesde cossvesesesudstecosucesesssveecdcssvsosestsucecdse suse tesdsaceed cvscdetesesucees dedessderccscesisetuetactes s QUICK START TUTORIAL gestive scasaussheseys spsuvesupnusssuansssassenssahsvansussssyvspenusspovesdunpnoiousctentisesss Creating a Trade Database sesssesssesssesssesssesssecssecsseossesssecssoossosssoessoossoossoossoossoossoossoosssossooe 7 Creating a new Trade Database BullScan Selecting the securities csccsessesseseceseees Running the Trade Database BullScan Inspecting the TradeSim Report Log Inspecting the Exploration Report scsscsscssesssessssssssssecsessssssssssssssssseesssesesessesssesesesesseees Analysing the Trade Databa
5. Manager amp Alert Manager TFORPFONGS Layer Manager K Quick Search Manage DataEmails Preferences Click on the Scans from the bottom tabs Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserved Page 7 http www compuvision com au Final Release Version 6 Select the TradeSim Sample Scan and double click on it Select the Trade Systems tab and double click on the Sample MACD System J BullScan Properties TradeSim Sample Scan Select the Stops tab and uncheck the Calculate Initial Stop because we don t want to use stops at the moment Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserved Page 8 http www compuvision com au Final Release Version 6 Entry Ext Stops General Initial Stop J Calculate Initial Stop SE 3 ATR 10 Editor M Use initial stop as protective stop E Ignore protective stop for 1 bars a Set eat price to initial stop price Use closing price as stop threshold Profit Stop E Use profit stop of 0 re Ignore profit stop for 7 bars Exit at profit stop price Click on OK Selecting the securities Double click on the TradeSim Sample Scan from the BullScan Manager and select the Securities tab Make sure S amp P ASX 20 is specified as the securities to scan At this stage it is a good idea to limit the total
6. apitalin Trades Winning Trades Losing Trades Number of Trade Positions gt Total Ni PTEE Equiy WeekpPioft WeeklyRetum Monthly Proft MonthyRetum Yeary Proft Yeay Retum gt Total Ni Numbei 1 gt Init ee gt Voli RAA x B Exit Long Daily 2810512007 Esit Long Daily 284052007 Exit Lon Dail 234052007 Feit Lonn Nail RWARNNT You have now completed the steps necessary to create a trade database and analyse it using TradeSim The TradeSim User Manual will give you a clearer and deeper understanding of how to use Tradesim to evaluate your own Trading Systems However we recommend that you do the following exercises to familiarize yourself with using TradeSim Exercises The following exercises will help you understand the way that TradeSim integrates within the BullCharts environment Exercise 1 Q Creating a Trade Database As an exercise make a copy of your newly created trade database exploration and reverse the entry and exit conditions Exercise 2 Adding a Protective Stop Enable the protective stop from the Stops tab Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserved Page 14 http www compuvision com au Final Release Version 6 IE Trade System Editor example i Exit at profit stop price Rerun the scan and run a simulation in TradeSim Note Once you add a positive InitialStop value other than zero you should now be able
7. compuvision com au PurchaseOnline htm The Software is provided as is In no event shall Compuvision Australia Pty Ltd be liable for any consequential special incidental or indirect damages of any kind arising out of the delivery performance or use of this Software to the maximum extent permitted by applicable law While the Software has been developed with great care it is not possible to warrant that the Software is error free The Software is not designed nor intended to be used in any activity that may cause personal injury death or any other severe damage or loss When errors are found in the Software the Vendor will release a new version of the Software that may no longer contains those errors a reasonable amount of time after the Vendor is given an accurate description of those errors Which amount of time is reasonable will depend on the complexity and severity of the errors The Vendor will mention the release at http www compuvision com au at the Vendor s option directly contact the Licensee to announce the new release The Licensee can then at their option upgrade to the latest version or to continue to use the older version the Licensee already has In the latter case the Licensee will no longer be entitled to technical support until the Licensee has upgraded to the latest version The Vendor reserves the right to charge an upgrade fee in the case of major new enhancements or additions to the Software This major new ver
8. d http Awww compuvision com au Page 23 Final Release Version 6 EntryTriggerShort EntryPriceShort InitialStopShort ExitTriggerShort ExitPriceShort CONTINUE Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserved Page 24 http www compuvision com au Final Release Version 6 Reference Literature The following references are ones that provide relevant background material for using TradeSim 1 Compuvision Australia TradeSim User Manual 2 BullCharts online help Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserved Page 25 http Awww compuvision com au
9. date scanned from security data 03 Mar 2009 Available Records Total Records 465 499 3 BHP Long Total Number of Long Trades written to the trade database for BHP is 17 which includes 0 open trades 0 trades were reject Security Name BHP BILLITON LIMITED First date scanned from security data 03 May 2007 Last date scanned from security data 03 Mar 2009 Available Records Total Records 465 499 QG 4 BxB Long Total Number of Long Trades written to the trade database for BXB is 25 which includes 0 open trades 0 trades were reject Security Name BRAMBLES LIMITED First date scanned from security data 03 May 2007 Last date scanned from security data 03 Mar 2009 Available Records Total Records 465 499 con Lana Tatal Mumhann nf i nnn Tundne suiitnn ta ihn tuada databann fnn RA ie nA fwhich imcheinc N nnna tundan N Sandar sannn sni E E E A A Position Long Symbol WPL Inspecting the Exploration Report The BullScan Report is produced by BullCharts and contains a summary of the results from each security as well as the number of trades generated for each security TradeSim Sample Scan Scan Results Rejects ab AMP Limited ANZ Banking Grp Ltd BHP Billiton Limited Brambles Limited CSL Limited Foster s Group Limited Macquarie Group Limited National Australia Bank Limi Newcrest Mining Limited Origin Energy Limited QBE Insurance Group Limited RIO Tinto Limited Telstra Corporatio
10. deSim provides a quick shortcut to loading the current trade database into TradeSim To do this click on the Open in TradeSim button on the bottom of the Report Log window which should only be enabled after the Trade Database BullScan has been completed fi TradeSim DLL Plugin Trade Database Report Log for C Trac lol x File Help _ symbol Position Description oo Report Created on 03 03 2009 10 42 10 PM TradeSim DLL Version 8 1 0 224 Copyright 2000 2008 by Compuvision Australia Pty Ltd Trade Database File C TradeSimData TradeSim Sample Scan trb DLL Path C Program Files BullSystems BullCharts External Function DLLs TradeSim dll Host Application Path C Program Files BullSystems BullCharts BullCharts exe C TradeSimData TradesSi Look in TradeSimData z e aea Pe p TSA TradeSim Sample Scan trb Gea TradeSim MACD HTMRCourse MRL trb QA TradeSim MACD Test Provisional Trades trb Qi Test Trade Rant MACD Crossover with SBF trb AMACD Crossove MP is 21 which includes 0 ope Test Signal Ranking trb M test trb IndudeAllSignals trb Margin Reg Tabl rom secu rity data 03 Mar 2009 Files of type All files trb trt ses csv Total Number of Long Trades written to the trade database for BHP is 17 which includes 0 ope Security Name BHP BILLITON LIMITED First date scanned from security data 03 May 2007 Last date scanned from security data 03 Mar 2009 Available Records Total Reco
11. e added code highlighted in red Generated BullScript for TradeSim Sample Scan scan Condition return all securities filter true filter Trading System Sample MACD System _varl formula MACD 12 26 9 _var2 formula MACD 2 12 26 9 EntryTrigger cross _varl _var2 EntryPrice Open ExitTrigger cross _var2 _varl ExitPrice Open visible no Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserved http www compuvision com au Page 21 Final Release Version 6 ExtFml1 TradeSim Initialize ExtFml TradeSim ShowTrades LONG ANZ ExtFml TradeSim EnableDelayOfEntryByOneBar ExtFml TradeSim EnableDelayOfA11ExitsByOneBar ExtFml1 TradeSim SetVolumeInfoType LOWEST name Sample MACD System Trades dp 0 visible yes ExtFm1 TradeSim RecordTrades TradeSim Sample Scan LONG EntryTrigger EntryPrice 0 ExitTrigger ExitPrice START EntryTriggerShort cross _var2 _varl EntryPriceShort Open ExitTriggerShort cross _varl _var2 ExitPriceShort Open ExtFml TradeSim RecordTrades TradeSim Sample Scan SHORT note the change from LONG to SHORT EntryTriggerShort EntryPriceShort 0 ExitTriggerShort ExitPriceShort CONTINUE note the change from START to CONTINUE Exercise 5 Q Trading Both Sides of the market with protective stops Re
12. lScan Properties TradeSim Scan ShowTrades 1 General 2 BullScript 3 Securities 4 Advanced STEP 1 Provide a name for your scan You can also select a Category or leave as the default My Scans SeanName TradeSim Scan Show Trades Category Trades Author PT Notes x O 9 e z ule J Click on the Bull Script tab Click within the BullScript dialog Hold down the Ctrl Key along with the P key The contents of the clipboard will be pasted in the script dialog box Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserved Page 17 http www compuvision com au Final Release Version 6 J BullScan Properties TradeSim Scan ShowTrades l Generated BullScript for TradeSim Sample Scan scan Condition return all securities filter true filter Trading System Sample MACD System varl formula MACD 12 26 9 var2 formula MACD 2 12 26 9 EntryTrigger cross _varl _var2 tryPrice Open itTriqger cross var2 vari Scroll down the script until you find the following line ExtFml TradeSim Initialize Insert the following line of code after it ExtFml TradeSim ShowTrades LONG ANZ Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserved Page 18 http www compuvision com au Final Release Version 6 J BullScan Properties TradeSim Scan ShowTrades 1 General
13. mark of Microsoft Corporation Microsoft Excel is a registered trademark of Microsoft Corporation Word for Windows is a registered trademark of Microsoft Corporation BullCharts is a registered trademark of WebLink Pty Ltd Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserved Page 5 http Awww compuvision com au Final Release Version 6 Quick Start Tutorial This document has been written to ease new comers into using TradeSim for the very first time If you have successfully installed TradeSim according to the directions outlined in the chapter on Software Installation from the TradeSim User Manual then you should have no trouble completing the following tutorial Also by completing the steps in this chapter will also allow you to check whether or not TradeSim has been correctly installed on your computer It is not the intent of this chapter to describe the procedures in detail but rather let the user go through the motions of creating and analysing a trade database using both BullCharts and TradeSim A trade database is a special file which contains a collection of trading information relating to a specific trading system and set of securities It is required by TradeSim in order to analyse a trading system BullCharts is used as a vehicle for generating a trade database and TradeSim is used to subsequently analyse the trade database The rich formula scripting language available in the BullCharts environme
14. n Limited Westpac Banking Corporation Westfield Group Ord Unit St Wesfarmers Limited Woolworths Limited Woodside Petroleum Limited Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserved Page 11 http www compuvision com au Final Release Version 6 With the BullScan Report dialogue box open you can see the list of securities that were scanned during the exploration The third column called indicates the number of complete trades Entry Exit found for each security respectively These are the trades that will have been written out to the trade database file during the trade database exploration Clicking on the Rejects tab will also list the securities where problems occurred For the purpose of this exercise we shall ignore the errors for the moment assuming that most of the securities explored did not cause any problems Note You can check to see whether or not we have actually generated the trade database file All trade database files are stored in a directory called c tradesimdata You can easily check this by running the Windows File Explorer and inspecting the files in the c tradesimdata directory where you should the file called TradeSim Sample Scan trb Analysing the Trade Database File with TradeSim Now that you have generated a trade database which contains all of your trading data you can now analyse it using TradeSim The new ToolBox interface provided in the latest release of Tra
15. nd Run Click on Copy This will copy the script into the internal clipboard E sorotviewer T Generated BullScript for TradeSim Sample Scan scan Condition return all securities filter true filter Trading System Sample MACD System varl formula MACD 12 26 9 var2 formula MACD 2 12 26 9 EntryTrigger cross _varl _var2 EntryPrice Open ExitTrigger cross _var2 _varl ExitPrice Open visible no ExtFml TradeSim Initialize ExtFml TradeSim EnableDelayOfEntryByOneBar ExtFml TradeSim EnableDelayOfALLExitsByOneBar ExtFml TradeSim SetVolumeInfoType LOWEST Help Copy Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserved Page 16 http www compuvision com au Final Release Version 6 Now we need to create a new scan using Bull Script Close the Trade System Editor window and select New BullScript Scan from the drop down menu BullScan Manager New BullScript Scan im New TradeSim Scan A Create a new BullScript scan ue Wilson Trending Search Value Traded Y 5 Day High Value Traded W 90 Day High Value Traded ee Average Dollar Price Volatility Historic Volatility Ratio Name category Author EY Scans re Search 73 Layer jE Workspaces gil Alerts Change the Scan Name to TradeSim Scan ShowTrades Change the Category to TradeSim J Bul
16. nt coupled with the power of the BullScan allows one to easily adapt its use to generating a trade database file The whole process of using BullCharts in conjunction with TradeSim is akin to paper trading except that the results can be obtained in minutes instead of observing and analysing the markets over a number of years Note Some of the screen shots shown in this tutorial may not match up exactly with what you see on your own computer screen Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserved Page 6 http Awww compuvision com au Final Release Version 6 Creating a Trade Database Note Run TradeSim and make sure it is registered before doing anything else Creating a new Trade Database BullScan In this exercise we take a relatively familiar trading system called the MACD Moving Average Convergence Divergence and produce a trade database from it using the BullCharts BullScan along with TradeSim BullCharts plugin that should have been installed when TradeSim was installed MACD is short for Moving Average Convergence Divergence and is a trend following momentum indicator that shows the relationship between two moving averages of prices Run BullCharts and then select BullScan Manager from the Tools menu J Bullcharts T GetDailyData Ctri G Update Snapshot Message History Backup Restore Control Panel Security Manager f BullScan
17. number of securities scanned lt BullScan Properties TradeSim Sample Scan 1 General 2 Trade Systems 3 Securities 4 Advanced mi i STEP 3 Select which securities or watchlist you wish to scan on using the Add Remove arrows Available Security Groups Securities to Scan 491 Default Ordinaries S amp P ASX 20 All Securities N Index Composition SN Industry Groups J Security Types 2 Watchlists Last Scan Results ASX 20 SBF ogoan 20 securities selected Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserved Page 9 http www compuvision com au Final Release Version 6 Now click on the Advanced tab Make sure you have select enough bars of data to load which in this case is 500 bars You can always change this depending on how far back you want to back test K BullScan Properties TradeSim Sample Scan 5 oO x 1 General 2 Trade Systems 3 Securities 4 Advanced STEP 4 These are advanced options such as sorting and how much data to include in your scan Sorting Defaults Initially sort by This scan is a built in scan that has been modified Symbol Ascending CD nding Load Original Settings I Show first 10 rows Data Note Although it is possible it is not recommended to generate trade data from thinly traded securities such as warrants option
18. o use the software The results obtained from using this software are not indicative of and have no bearing on any results which may be attained in actual trading Results of past performance are no guarantee of future performance It should not be assumed that you would experience results comparable to that reflected by the results from this software No assurance is given that you will not incur substantial losses nor shall Compuvision Australia Pty Ltd be held liable if losses are incurred Compuvision Australia Pty Ltd is not a licensed investment advisor and so the information and results obtained by using this software is for educational purposes and of the nature of a general comment and neither purports nor intends to be specific trading advice The information obtained from using this software should not be considered as an offer or enticement to buy sell or trade and is given without regard to any particular person s investment objectives financial situation and particular needs This software is not designed to replace your Licensed Financial Consultant or your Stockbroker You should seek appropriate advice from your broker or licensed investment advisor before taking any action Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserved Page 3 http Awww compuvision com au Final Release Version 6 Copyright and Licensing Agreement TradeSim is Copyright 2000 2009 by Compuvision Australia Pty Ltd TradeSim
19. om 100 to 500 Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserved Page 19 http www compuvision com au Final Release Version 6 1 General 2 BuilScript 3 Securities 4 Advanced STEP 4 These are advanced options such as sorting and how much data to include in your scan Sorting Initially sort by Symbol Ascending Descending I Show first 10 rows Data Number of bars to load Automatically determined Load 500 bars Apply and Run Click on Apply and Run to run the scan After running the exploration a new window should popup with a number of tabbed windows on it A detailed description of the information provided in this window is described in the TradeSim User Manual TradeSim DLL Plugin Signal Chart for ANZ 1o x Trade Data RecordTrades Parameters ANZ ANZ BANKING GRP LTD ORDINARY 22 HAt 21 Price ogr att Te tL afg ai af Entry Trig 50 Volume x1K 2 amp oO oOo oO oO oO o oO o oO o oOo o o oO o oO o Oo o Oo Oo Oo o Oo Qo Qo o i o i eo O O O O O O O O O 9 O O O O O o O O O o 2 O O O O O O gt O O O O O mE oo eg ee ee eae eS SS eS eR ae a ae ee Ss eS a Se ee Ss eS eS oS oS 8 OO e e e e e ere r CRIAR y N N NN NWN Ge Tce Teee epg N ang w a ON Q o o Q Y Q EE E SESE SESESESESHECURMCMUNCUMUCUMRUCUMWRLCUMURUCUCUNRCO VO RRR Bee exeeeseeeeee eo Oo O oo tr OA om O Mf OG RY
20. on O yr Q rn N YD Nr oO YM ODO NN O O e e e NNOO r N NOO ad N N Oo o o e N WN O O e e e N Date V x Trade Entry Price V Trade Exit Price V Trade Initial Stop InitialStop Array J EntryPrice Array D ExitPrice Arra Date 02 03 2005 Open 21 2000 High 21 4700 Low 21 1900 Close 21 3800 Vol 2 278 876 EntryPrice Array 21 2000 ExitPrice Array 21 2000 InitialStop Array 20 1633 Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserved Page 20 http www compuvision com au Final Release Version 6 Exercise 4 Q Trading Both Sides of the market You may trade both sides of the market and need to include trades from both sides within your trade database file This can be done quite easily The following example illustrates this by adding extra code to handle the short trades Try creating a new TradeSim BullScan using the following code The resulting trade database should now include short trades as well as long trades Add the following code to the end of the BullScript used in the previous example EntryTriggerShort cross _var2 _varl EntryPriceShort Open ExitTriggerShort cross _varl _var2 ExitPriceShort Open ExtFml1 TradeSim RecordTrades TradeSim Sample Scan SHORT EntryTriggerShort EntryPriceShort 0 ExitTriggerShort ExitPriceShort CONTINUE The complete BullScript code should look like the following with th
21. ortfolio Simulation Capital per Trade Short Trades Credit C Portfolio Simulation Ignore Dates 5000 00 0 0000 C Basket test C Monte Carlo Analysis I Specify Daily Interest Rate Simulation Options Use Original Ordering I Select Position Size Model from Trade Random Walk Database J Enable Provisional Trades z z z z z z z z z z z z z lt 2 z z lt 2 z z cIa 14 z 4 I Enable Survivorship Bias Filter Total Number of trades in database 416 Earliest Entry Date 04 05 2007 Latest Entry Date 26 02 2009 Z Note that if the trade database file loads up correctly in TradeSim three new windows should open up These are the Trade Parameters Window Trade Database Window and the Message Log Window We will talk at length about these windows in the TradeSim User Manual but for now the Trade Parameters Window allows you to set up the foundations for your trading strategy such as Money Management and Position Size etc The Trade Database Window displays all of the trades that were created when you ran the Trade Database BullScan in BullCharts The Message Log Window displays status information as you executed commands in TradeSim Running a Trade Simulation To run a trade simulation just click on the Start Simulation button on the main toolbar When a Trade Simulation is running a Simulation Status Dialogue Box will popu
22. p giving feedback to the current status of the simulation Once the simulation is complete a number of additional windows will open up These are the Trade Simulation Report Window the Trade Log Window and the Charts Window The TradeSim Simulation Report contains a number of statistics and parameters which are useful in evaluating a trading system More information can be found in the section on The Trade Simulation Report Window from the TradeSim User Manual The Trade Log Window contains detailed information from a trade simulation on a trade by trade basis and displays this information in the correct chronological ordering for later inspection and analysis More information can be found in the section The Trade Log Window from the TradeSim User Manual The Charts Window contains a number of charts which are plotted after the completion of a single trade simulation More information can be found in the section The Charts Window from the TradeSim User Manual Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserved Page 13 http www compuvision com au Final Release Version 6 TradeSim Enterprise Edition C TradeSimData TradeSim Sample Scan trb ABE 0 FESMu es NOSTAA E stersimucton f Message Log gt Total Numt A Trade Parameters gt Total Numt Trade Parameters Preferences Total Numt Total Num Es harts Closed Trade z Total Ni g RelDrawdown Underwater Equity C
23. peat Exercise 4 but add stops for both sides of the market Use the following code Generated BullScript for TradeSim Sample Scan scan Condition return all securities filter true Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserved Page 22 http www compuvision com au Final Release Version 6 filter Trading System Sample MACD System _varl formula MACD 12 26 9 _var2 formula MACD 2 12 26 9 EntryTrigger cross _varl _var2 EntryPrice Open ExitTrigger cross _var2 _varl ExitPrice Open InitialStop EntryPrice 3 ATR 14 visible no ExtFml1 TradeSim Initialize ExtFm1 TradeSim EnableProtectiveStop 0 ExtFml TradeSim ShowTrades LONG ANZ ExtFml TradeSim EnableDelayOfEntryByOneBar ExtFml TradeSim EnableDelayOfA11ExitsByOneBar ExtFm1 TradeSim SetVolumeInfoType LOWEST name Sample MACD System Trades dp 0 visible yes ExtFm1 TradeSim RecordTrades TradeSim Sample Scan LONG EntryTrigger EntryPrice InitialStop ExitTrigger ExitPrice START EntryTriggerShort cross _var2 _varl EntryPriceShort Open ExitTriggerShort cross _varl _var2 ExitPriceShort Open InitialStopShort EntryPrice 3 ATR 14 ExtFml1 TradeSim RecordTrades TradeSim Sample Scan SHORT Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserve
24. rds 465 499 i Jump to next error 22 Help on Selected ltem 4M Open Trade Database Clear Log P Auto Scroll Window Contents Total Number of Queries 2 Is Total Number of Errors 0 Total Number of Warnings 2 20 Position Long Symbol WPL Now click on the Open button This will load the trade database into TradeSim ready for a simulation Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserved Page 12 http www compuvision com au Final Release Version 6 TradeSim Enterprise Edition C TradeSimData TradeSim Sample Scan trb File Tools Window Help IGH SBSN SBS0 BRS Ru EFO AT AT E Start Simulation Koni Trade Database Manager B Cle Tr E Trade Parameters sade Parameters Preferences Position Size Model Trade Parameters Stocks Equal Dollar Units Initial Trading Capital Transaction Cost each way Equal Percent Dollar Units s50000 00 0 000 J Use Transaction Cost from Trade Database Fixed Dollar Fisk ae 3 CS FoadAaesri pit Portfolio Limit Margin Requirement Fived Dollar Volatility fi 00 00 100 00 J Use Margin Req from Trade Database Fived Percent Volatility Total Maximum Open Positions E Magnify Position Sizefand Risk MEE 100 according to Margin Requirement Daily Maximum Open Positions re x I Pyramid Trades fo Margin Requirement Interest Rate 7 Long Trades Debit Simulation Type Parameters Equal Dollar Units 0 0000 P
25. rnings or provide information to the user You should always inspect this report for any warnings or errors Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserved Page 10 http www compuvision com au Final Release Version 6 I TradeSim DLL Plugin Trade Database Report Log for C TradeSimData TradeSim Sample Scan trb BEE File Help symbol Position Description S Report Created on 03 03 2009 10 42 10 PM TradeSim DLL Version 8 1 0 224 Copyright 2000 2008 by Compuvision Australia Pty Ltd Trade Database File C TradeSimData TradeSim Sample Scan trb DLL Path C Program Files BullSystems BullCharts External Function DLLs TradeSim dll Host Application Path C Program Files BullSystems BullCharts BullCharts exe 2 Opening trade database file and Writing Trade Database Header for C TradeSimData TradeSim Sample Scan trb Trade Database Version 10 1 AMP Long Total Number of Long Trades written to the trade database for AMP is 21 which includes 0 open trades 0 trades were reject Security Name AMP LIMITED First date scanned from security data 03 May 2007 Last date scanned from security data 03 Mar 2009 Available Records Total Records 465 499 ANZ Long Total Number of Long Trades written to the trade database for ANZ is 21 which includes 1 open trades 0 trades were reject Security Name ANZ BANKING GRP LTD First date scanned from security data 03 May 2007 Last
26. s and some stock options Including trade data from thinly traded or illiquid securities will only produce erratic results in the simulation You can deselect any of these securities by clicking on the Securities tab and deselecting the relevant securities Running the Trade Database BullScan Click Apply and Run from the bottom of the dialog box After the TradeSim Trade database scan has run BullCharts will produce a report which outlines the number of trades for each security that is written to the trade database TradeSim will also produce a detailed report as well This report should be checked for any possible errors or problems as the quality of the simulation is only as good as the data you feed to it As the BullScan runs BullCharts communicates with TradeSim and a Report Log window will be displayed outlining the current status of the trade database exploration If there are no errors a trade database file will be created with the file name that matches the name you specified in the General tab of the BullScan properties except that it will have a trb file extension appended to it to signify that it is a binary trade database file ie TradeSim Sample Scan trb This trade database will later be used by TradeSim for detailed analyse and simulation of the trading system Inspecting the TradeSim Report Log The Report Log is a comprehensive detailed report that is produced by TradeSim plug in in order to report any errors wa
27. se File with TradeSim sccsccssscsssssssscssscssscssssssessesessees 12 Running a Trade Simulation EXEL CiSCS scsssessessssceseessessseee IN wm Exercise linsan ni Gh Creating a Trade Database s ci ccisstsssisescsssessessrdsveiscesensarssssscssueoissansolarbstsvueassacescssyengaaatudseedsecuensansiaseessveadsna ten 14 EXEPCISE 23 chseetestcat EREE E E E soblielodeadesh A flea lidesanest DbMd inde ddbest EE 14 Q Adding a Protective Stop EXEPCIS 3 sashes tive dennis wah OQ Displaying your trading signals lt 2 ccscccsccscesseseccessvcceessssesteaveedecaetavecdoniwdeaerss deve EE R E RS 15 PAR ELCISC 4 E RE E T A EE A EOE S A RA A Q Trading Both Sides of the market Exercise Sinaksak a a san Abad a Stan lee oe Q Trading Both Sides of the market with protective stops cccccssssseseeseeceeeeeeeeseeeseeeeeseseaeeessseetenseeeeneeeneaes 22 REFERENCE LITERATURE icy cccsanssicenscsescushastecsesuseesepsissedussconss cobatsaeensasoacashdevucespasesedcnnsvadens 2D Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserved Page 2 http Awww compuvision com au Final Release Version 6 Disclaimer In no event shall Compuvision Australia or its suppliers be liable for any damage either direct or indirect including without limitation damages for loss of business profits business interruption loss or business information or other losses arising out of the use of or inability t
28. sion will then start a new version line which will use version numbers Copyright 2000 2009 by Compuvision Australia Pty Ltd All Rights Reserved Page 4 http Awww compuvision com au Final Release Version 6 clearly distinguishable from the old version line The Licensee has no obligation to upgrade to the new version line You must not attempt to reverse compile modify translate or disassemble the Software in whole or in part You must not run the Software under a debugger or similar tool allowing you to inspect the inner workings of the Software The Software remains the exclusive property of the Vendor Any Licensee which fully complies with the terms in this license agreement may use it according to the terms of this license agreement You must not give copies of the Software or your license key to other persons or entities If you have received a download password or an URL with an embedded password for downloading the Software you must keep this password secret You must also take reasonable steps to prevent any third party from copying the software from one of your machines without your permission The Vendor reserves the right to revoke your license if you violate any or all of the terms of this license agreement without prior notice Trademarks TradeSim is a registered trademark of Compuvision Australia Pty Ltd Metastock is a registered trademark of Equis International Microsoft Windows is a registered trade
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