Recent Content by WolfVector

  1. formula for maximum adverse excursion

    if (MarketPosition = 1) then . MAE = (LowestLow – EntryPrice)/EntryPrice else if (MarketPosition = -1) then . MAE = (EntryPrice -...
    Post by: WolfVector, Jan 18, 2007 in forum: Technical Analysis

  2. Publicly Known Strategies

    "which of the ones you mention here would be the FIRST one to read?" Read them in the order I gave. If you are new to programming or TS's...
    Post by: WolfVector, Jan 17, 2007 in forum: Strategy Building

  3. Publicly Known Strategies

    "I am wondering if someone can't point me to a group or individual publicly known strategies so that I can see the kinds of structures of these...
    Post by: WolfVector, Jan 17, 2007 in forum: Strategy Building

  4. Following or Predicting

    MustPlayOptions: Registered: Jun 2006 Posts: 27 1) What kind of capital are you using to get these returns? >$500K 2) How many...
    Post by: WolfVector, Oct 31, 2006 in forum: Technical Analysis

  5. Following or Predicting

    kut2k2: “Slippage? Transaction fees? Buy-and-hold index?” Commission and slippage were included in the test. QQQQ, SPY and IWM were...
    Post by: WolfVector, Oct 12, 2006 in forum: Technical Analysis

  6. Following or Predicting

    KS96: NN as in neural network.
    Post by: WolfVector, Oct 10, 2006 in forum: Technical Analysis

  7. Following or Predicting

    And here’s the out of sample equity for an equally weighted portfolio of the same stocks as above.
    Post by: WolfVector, Oct 9, 2006 in forum: Technical Analysis

  8. Following or Predicting

    Following or Prediction? Prediction. I’ve developed a neural network that tries to predict moves. It’s uses proprietary indicators as...
    Post by: WolfVector, Oct 9, 2006 in forum: Technical Analysis

  9. Tradestation: a Basic Crossover Strategy

    Plot your two ma's then plot this indicator. When the indicator goes to 1 it expects a crossover on the next bar (be sure that this indicators is...
    Post by: WolfVector, Oct 6, 2006 in forum: Automated Trading

  10. Easylanguage or general programming question

    "but there is a certain portion of my code where I only want it process the very first tick of each bar" The first tick of any bar is a...
    Post by: WolfVector, Aug 20, 2006 in forum: Trading Software

  11. Question regarding Neuroshell

    I have no problem loading csv files. 1. Be sure that the file name is ".csv" not ".xls" 2. NST may not recognize the name "hour". I use...
    Post by: WolfVector, Aug 4, 2006 in forum: Strategy Building

  12. Tradestation codes

    I recommend that you take the time to review and/or search what been posted in the EasyLanguage Library (818 topics, 11105 posts) where you can...
    Post by: WolfVector, Dec 1, 2005 in forum: Trading Software

  13. software recommendation

    Although I’ve never used it, TradeStation has RadarScreen, which can be used intraday, and EOD. Its uses any TradeStation indicator, so it is...
    Post by: WolfVector, Nov 28, 2005 in forum: Automated Trading

  14. the basic flaws in TA

    uninvited_guest: >> “36 pages, 100's of paragraphs on TA, and no live trades to backup the talk. Where is the proof that TA works?” I...
    Post by: WolfVector, Nov 24, 2005 in forum: Technical Analysis

  15. analysis

    >> “Using a $5 commission per trades decreases annual performance in back-test by 0.7%. System used closing price for trade, IMO doing a scan...
    Post by: WolfVector, Nov 21, 2005 in forum: Automated Trading