CodeForTraders

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MTF Suite for TS

Package:  MTF Suite for TradeStation  (Multi-TimeFrame Suite)

CodeForTraders is pleased to be able to offer Marc Aniballi's MTF Suite for TradeStation.

The MTF Suite (to our knowledge) is the most extensive Virtual Bar Library ever written for the TradeStation platform.  The MTF Suite contains over 270 EasyLanguage techniques, including:

bullet   16 Paintbars
bullet   74 Indicators
bullet   181 Functions

In a nutshell, the MTF Suite allows you to calculate, view, and optimize higher-timeframe information on a lower-timeframe chart.  The techniques of the MTF Suite cleverly "synthesize" HTF information directly from the chart to which they are applied.

What It Looks Like

Here is a picture showing some MTF Suite indicators on the left, and "normal" indicators on a higher timeframe (HTF) chart on the right:

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Note how the Linear Regression Curve and MACD peaks are the same on both charts.  This is because the MTF Suite indicators on the lefthand (5m) chart are set to a Factor of 3, making them, in effect, display 15m MACD, LRC, Moving Averages, etc.

The MTF Suite indicators may be applied to tick and share charts as well:

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The Factor of 3 is chosen for illustration, but the Factor can be set to whatever you want it to be. 
The MTF suite works with any type of bar and any asset class.  Here is a Forex example:

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Agreement between MTF Suite calculations on a lower timeframe chart and the same calculations on a higher timeframe chart ranges from very close to exact.  Very close happens when the trades/volume contained with Factor bars on the LTF are not exactly the same as in a single bar on the HTF.  This can happen, for example, with share bars, where 3 LTF 100 share bars might actually represent 300 shares (or contracts) while the corresponding single HTF 300 share bar might actually represent 320 shares.  Such minor differences are artifacts of the platform bar creation process.  When Factor LTF bars and a single HTF bar represent the same information, then the MTF Suite indicators produce exact agreement with normal indicators applied to an HTF chart.  This is typically the case with minute bars.

In practice, MTF Suite functions and indicators may be applied to any bar type, since the MTF Suite algorithms are completely deterministic.  Backtesting and forward observation will be in complete agreement.

How It Works

MTF Suite indicators and paintbars are all based on MTF Suite functions.

MTF Suite functions internally generate synthetic bars as necessary for the calculation in progress.

Just as the MTF Suite indicators and paintbars call the MTF Suite functions, so you may call the same functions from your own indicators, paintbars, and strategies.

By calling MTF Suite functions from your own strategies, you can easily optimize your strategies on timeframe - something that is difficult to achieve any other way in TradeStation.

What You Get

The MTF Suite is a large library of techniques, and CodeForTraders has carefully prepared it so that you can easily import, delete, and re-import as desired.  Several classes of techniques are provided in multiple .ELD files.  Within each .ELD file the techniques share a very narrow date/time range that allows them to be easily identified within your EL library at any later time.

The 270+  included techniques are listed in these 3 files:

bullet   Paintbars
bullet   Indicators
bullet   Functions

You get the MTF Suite in full source code form.  Thus you (or your programmer) will be able to create any additionally desired extensions by studying the provided code and using the same style to accomplish new goals.

A generous set of sample workspaces is also provided (charts set up similar to the pictures above), as is an initial set of Analysis Group templates.

The MTF Suite is far too extensive to be provided with free support.  After-installation customer support for the MTF Suite, if necessary, is available at standard hourly rates.

What It Costs

A single, permanent, personal-use license to use the MTF Suite on all your TradeStation machines, along with a full copy of the MTF Suite source code costs $750 (less than $3 per technique).

If you are an MTF Suite customer engaging a developer to write MTF strategies for you, your programmer's permanent copy of the MTF Suite may be purchased for only $200.

Commercial-use licenses (for CTA's, hedge funds, etc. who are trading OPM) are also available. 

To inquire about a developer or commercial license, please email questions@CodeForTraders.com .

MTF Suite For TradeStation -   $750  

How You Get It

This package will be emailed to you after your PayPal payment is processed.

Please be aware of the caveats before you order.