My real account is over $30k. The $5k is what I use to compute risk (and position size) - multiple positions can be open simultaneously. The...
Actually I tried doing exactly that, but it did not look so good. That is basically a "return to the mean" strategy which has very limited upside...
So the system has been trading for 3 days so far, and has generated 24 executed trades. Another 8 or so were rejected, once because of a...
Well I have been a busy bee even with the birth of my daughter over the weekend. I have been developing a new trend following system, but I have...
I had a little problem I was trying to work out: Given a set of systems that is in the market X% of the time, how often will N of those systems...
I am aware of curve fitting bias, which is why I am not optimizing the strategy to each stock. I use the same entry criteria across all stocks....
Well I came to the realization that TradeStation functions don't necessarily backtest too well. In particular, the built in trailing stops don't...
Ah yes, funding is definitely an issue for stocks. On TradeStation the minimum is $30k for a Pattern Day Trading account, which is what I am...
Joel, I have a thread on automated trading stocks here: http://www.elitetrader.com/vb/showthread.php?threadid=77887 Is there a particular...
While I am arranging funding and running just a couple stocks, I re-read this famous acrary thread:...
I am doing a ton of backtesting in TradeStation, and it is indeed on a per-stock basis. However, the level of detail you get for the strategy...
EasyLanguage has a lot of really useful variables - I like that EntriesToday one. CurrentContracts (or CurrentShares) is also handy when using...
JJ reminds me to post my money management formula. This is pretty much right out of Van Tharp, but I'll describe my personal implementation for...
Testing has been interesting so far. The structure of the system seems to be working, and it certainly isn't going haywire or anything like that....
My buddy and I have been grinding away, and our custom breakout system looks great. In backtesting with reasonable slippage and commissions we're...
I am using either .01 or .02 per share during backtesting, but clearly that won't work for expensive stocks. My plan is to evaluate the actual...
Well I have been grinding away for days, and the results look very good. I entered the Acme V system, and that seems to work quite well on the...
Yes, I have noticed that a fair number of trades don't execute because the price moves below the sell stop on the market order. I don't know if...
Thanks JJ, I definitely plan to keep a trade log. The analysis you are referring to is covered pretty well in that arcary forum, and I plan to do...
Yesterday I coded the Acme F system, which is a Float Channel Breakout and Pullback system. The initial tests on AAPL, COH, and GOOG look very...
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