This spread has reached something of a maximum today at >20c If you watched the expiry of N7 you would notice that KC was discounted to GX all...
buy this bar on close if you use [intrabarorderpersist = true] then every tick is considered a close price.
You need to use tick chart and calc MA on different timeframe using ADE. Check out TS forum, it is too involved for me to explain here.
Sorry , but sounds like a load of waffle to me. An average is calculated over a set of fixed historical points. You need to decide which points...
The MA is calculated not on a tick by tick basis but on close of bar basis. When MA's are close together they may cross several times intrabar so...
This is not the case. Just use following syntaxc in EL if {condition} then buy {x} contracts next bar on Open; this will work even without...
I have run fully automated strategies for a number of years. I use tradestation to do this. Currently TS8 The development and testing has to be...
You can buy/sell intrabar using stop orders or using the inbuilt [intrabarorderpersist = true] function.
I thought Jones book was good but it is also not giving full picture as he is without doubt on a fixed ratio mission. A lot of people who have...
IMO, when it comes to intraday it is best to base your money management on fixed fraction. Fixed ratio exposes your account to higher risk in the...
I think then this is the US rates
looks like these should be exchange fees yes. Not sure this is what RTS pay, I think they may charge that to clients.
If you are subscribed to the European scheme it is as follows 1-25k 44c/side (88c/rt) 25-75k 39c 75-150k 34c 150-250k 29c 250k+ 24c If you...
Alliance will be $0.14 over exchange to begin I believe. 1-25k would be $1.02 per round turn all in 25k-75k $0.92/rt 75k-150k $0.82...
I am not sweeping away the idea of backtesting. I use that extensively. It is more the posting of results on the board that just seems pointless...
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