Tradestation ELD Won’t Generate Any Trades

I developed a nice strategy on the TF (Russell futures) for Tradestation. I followed the directions in the SQ manual and imported the SQ ELD and then imported my custom strategy ELD and compiled it (verified it). TradeStation was able to verify it with no errors. I also set the maximum history bars at, and a little over, the amount in my strategy (100). I input the strategy in a chart for the TF continuous contract (@TF) for the same trimeframe used in developing the strategy (5min). But when I click the backtesting results it says “Strategy generated no trades”.

I can’t find anything useful in the Tradestation manual. I feel like I’m missing one small step somewhere but I can’t figure it out. Any thoughts on what the problem might be? This happens on all my Tradestation strategies for some reason, so I can’t generate anything for Tradestation until I solve this problem.

Thanks,
Todd

there could be various reasons for this, it is hard to say what is the problem in general.

Could you send me the strategy (or a sample of another strategy that also doesn’t work in the same way) ? I can try it with my Tradestationand see if it generates some trades or not.

Also please tell me which market, timeframe and date range you are using.

Hi Mark,

I sent you an email with the ELD and text file.  It’s on Russell futures (TF) on the 5min timeframe.  The problem is that when the strategy is installed on my TF 5min chart, the strategy report states that the strategy produced no trades.  So for some reason, something isn’t lined up right between the strategy and the chart or indicators because it won’t execute any trades.

Thanks,

Todd

Mark, you fixed it with the update.  Thank you so much!  You da man!!

Todd