Apply an Entry/Exit System Wizard: Select Trading Style
Create a Committee Wizard: Select Trading Style
Predict a Value Wizard: Select Trading Style
Modify Field Dialog: Trading Style
This dialog appears in several forms. The Apply an Entry/Exit System Wizard allows you to create a new signal field. The Create a Committee Wizard allows you to combine the signals or values of several fields into one value. The Predict a Value Wizard allows you to create a new prediction field. The Modify Field Dialog allows you to modify the properties of a previously created field. This page allows you to select which trading style to use for calculating and optimizing these fields.
Ä Note: Fields that are currently being used by the Solution Service cannot be modified.
& For help with trading styles, see Using Trading Styles.
& For help with entry/exit systems, see Creating and Analyzing Entry/Exit Signals.
& For help with predictions, see Predicting and Modeling Financial Data.
Selecting a Trading Style
A trading style is a named collection of settings that you use to indicate how you like to trade. It includes settings for how much you invest, whether you use stops and limits, and other things.
¨ Base Trading Style
This is the trading style TradingSolutions will use when it analyzes the entry/exit signal produced by this field. This includes analysis as part of optimization of the settings for this field.
p Edit Styles…
This button will display the Define Trading Styles Dialog where you can modify currently defined trading styles or create new ones.
Overriding a Trading Style
Values in the selected trading style can be overridden for this particular field. This allows you to specify a special trading approach for this particular entry/exit signal. It also allows you to optimize the trading style to generate the best performance for a signal.
þ Override Base Trading Style…
This checkbox indicates that the selected trading style will be modified specifically for this field.
Selecting to override the base trading style will display the following options.
þ Include trading style in optimization.
This checkbox indicates to include trading style optimization as part of the optimization of this field.
Ä Note: Only the values selected on the Modify Trading Style Dialog: Strategy Optimization page will be optimized. If no values are currently selected, the Position Types to Trade will be auto-selected and a message will be displayed indicating where to select other values.
þ Re-optimize trading style settings on save.
This checkbox indicates to optimize this field after the OK button is pressed.
Ä Note: This checkbox is only displayed for existing fields. If re-optimization has already been selected on this page or on another page, then it cannot be deselected.
Ä Note: For predictions, this optimization includes only the trading style and the postprocessing settings. You can further select between these settings by pressing the Optimization Options button.
Ä Note: Re-optimizing the trading style settings may not yield the same results as the initial optimization. This is because the optimization will start from the current settings.
p Optimization Options…
This button displays additional options for the optimization of the signal and trading style. For predictions, this button displays the Signal Postprocessing Settings Dialog. For other fields, this button displays the Signal Optimization Dialog.
Common Overrides to a Trading Style
The values displayed in the Common Overrides section are the trading style values which are most often updated. They also include values which can be optimized. For more information on each of these values, see the corresponding help for the Modify Trading Style Dialog.
Ä Note: Values annotated with a ‘@’ sign are currently selected to be optimized.
¨ Optimize signals based on:
This value corresponds to the Primary Fitness Value setting on the Signal Optimization page.
þ Delay Entry / Limit Slippage
This value corresponds to the Entry Limits settings on the Entry/Exit Strategy page.
þ Stop Loss / Loss Trail
This value corresponds to the Loss Protection settings on the Entry/Exit Strategy page.
þ Take Profit
This value corresponds to the Profit Taking settings on the Entry/Exit Strategy page.
þ Stop Length / Length Trail
This value corresponds to the Length Restriction settings on the Entry/Exit Strategy page.
¨ Re-enter
This value corresponds to the Re-enter After Stop setting on the Entry/Exit Strategy page.
¨ Types of Trades
This value corresponds to the Types of Trades setting on the General Settings page.
þ Limit Times When Trades Entered
This value corresponds to the Intraday Time Restrictions on the Entry/Exit Strategy page.
þ Exit Any Open Trades At
This value corresponds to the Intraday Time Restrictions on the Entry/Exit Strategy page.
p Reset Values To Base Style
This button resets the overridden values to be equal to the Base Trading Style.
p Access All Override Settings…
This button displays the Modify Trading Style Dialog for complete access to the trading style settings.
What Do I Do Next?
If you are creating a new field, press the Next button to continue on to the Select Name page. If you would like to exit the Wizard without creating a new field, press the Cancel button. If you would like to make changes to the previously selected settings, press the Back button to return to the previous page.
If you are finished updating the properties of a previously created field, press the OK button to save your changes or select another property page. If you would like to exit from this dialog without performing any changes, press the Cancel button.
Additional Property Pages
The Modify Field Dialog has many different property pages that will be displayed as is appropriate for the type of field being modified. For information on the other property pages available, see the help for the Modify Field Dialog.
How Did I Get Here?
The Select Trading System page appears after the Select Inputs page in the Apply an Entry/Exit System Wizard. For new signal fields, it also appears after the Select Fields page in the Create a Committee Wizard and after the Select Options page in the Predict a Value Wizard.
The Modify Field Dialog appears when you select to modify or analyze the selected field from the Modify Data Series Dialog or the Modify Portfolio/Group Dialog. It is also displayed when you select Modify Field… from the context menu for a field in a chart or spreadsheet.