Is there a way to modify one side of an OCA order without having to cancel the other side and resubmitting another OCA group entirely?
Many things I test seem to work well in other years but not so well in these two years. Is it my testing or were those two years unusual?
here's the short only model with $500 slippage per round turn trading 1 contract. added $200 just to give it more cushion.
oh yeah, doh! i was thinking of tradestation's "max drawdown" field which actually means something else. have you used tradestation before?...
hedgeking i hope you are doing okay.
bolter, i'm not sure if i understand what the max drawdown numbers in your report is saying. why is the combined max drawdown ($-38,486) lower...
yeah the number of trades is too low, bummer. this is a typical problem for me. increase trades and the profit factor goes down. increase the...
here's another short only model. it uses 30 minute bars but does hold overnight. it also trades year round.
here's the short only model. not a big difference from 40's. this particular model may be overly optimized, but i tried a bunch of different...
it also looks like short trades work better. here's a short only system that only trades during the June-Aug and Dec-Feb. the profit factor is...
here's the same system using tuesdays.
well, for what it's worth, here are a few things i found that may be of interest. it looks like tuesdays and thursdays have significance....
weekly and monthly natural gas data http://www.eia.doe.gov/oil_gas/natural_gas/info_glance/natural_gas.html
gosh is my data faulty or is this the NG market? i see a bunch of gaps in my 10 minute chart.
if i understand you, a vendor will only further aggregate the tick volume, so the tick volume will only further decreas, not increase. This would...
okay, i just read about cme's new tick aggregation. the number of ticks are reduced. wouldn't this affect all vendors? why would one vendor...
can you explain cme tick aggregation and what vendors do in more detail? there is a consistent ~16% difference for each intraday bar. The...
I have compared the intraday tick volume data between two vendors. There seems to be a ~16% difference in every bar. Does anyone know why? I...
Is there a market on close order type for Eurex Dax? If yes, what price do you get? In eSignal, if you plot a daily chart, the close price of...
Protrader, thanks for helping me, but i don't see how the code can handle situations when a position is closed and reversed at the same time. in...
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