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System Tracking reports

In order to get a report of new signals generated by the systems added to System Tracking, you must first update all data files used by those systems in the Data Locations shown in the System Tracking list. Then, from the main program menu click System Tracking.

Click Run to generate a report of new trading signals. Below is an example of a typical System Tracking report


THIS CLOSE applies to trading signals generated as of the close of the last bar in the corresponding data file. The problem with this type of signals is that by the time the system tracking report is generated it is too late to place the trade. Therefore, one must track the signals listed as NEXT CLOSE and determine any trades needed to be placed on the next bar close, according to the conditions listed under the CONDITIONS column. This type of signal is generated when the Close is specified as the trade entry point on a search workspace.

NEXT OPEN applies to strategies that generate a new position at the open of the next trading day. If the signal is due to a strategy with a trade delay input, the delay has been factored already in signal generation and any new positions are for the open of next day. The delay value will be shown in the CONDITION column.

NEXT CLOSE refers to strategies that are candidates for generating a position at the next close depending on that day’s range or for strategy with entry at the Close and with delay input. The conditions that must be met in order to generate a signal are listed under CONDITIONS. If the signal is due to a strategy with trade input delay, the delay value will be shown in the CONDITION column.

POSITION can be either LONG or SHORT depending on the strategy type.

SYMBOL indicates the data file name.

SYSTEM shows the system name.

SAVED indicates the date the system was saved in system tracking.

TARGET is the profit target.

STOP is the stop-loss.

LAST DATE is the last trading day in the data file used by the system tracking.

CONDITION is active in the case there are candidate strategies for generating a trading signal at the close of the next trading day. The conditions needed to be satisfied are listed.

INDEX refers to the sub-cluster of the major cluster used in the search. This number is used by the program for classification purposes.

Index Date is the date of the most recent occurrence of a strategy in the data file and it is used for classification purposes.

The system tracking report can be saved by clicking Save. To print a report select print.