See early in the thread for the EL code used to calculate this, and the commission / slippage assumptions: For the last 500 days.. (to recap)...
olmikey.. yes, he is what Woodies CCI Club was about once upon a time. Someone who uses Sierra with/IB feed, and ALWAYS ready to help anyone,...
Well, I never tried the above combination. BUT, first check http://forum.hypertrader.ws/showthread.php?t=607 It's been little over a month now,...
October net : $2558.80 10/29 ($114.80) 10/28 ($144.80) 10/27 $355.20 10/26 $305.20 10/25 ($114.80) 10/22 $315.20 10/21 $425.20 10/20...
Sigh... that's what you get posting at dead of night... I need more sleep. You are right, and my code posted earlier in this thread reflects that....
There is no stop after you enter the position. The stops are only to enter. On 05/12, Open was 543.10. So the sell stop was at about 541.30. But...
Here comes the big money :D I have never done 10 lots. But been trading it long enough to see 50+ lots flying all the time. ER2 book is pretty...
This a breakout system. I think, the _most_ robust family of systems around, in terms of longevity. But the key to make money on this is the same...
I posted the EL code & results at http://elitetrader.com/vb/showthread.php?threadid=39031 Needs work. In trading from 04/28/2004 till date, it...
This is not a comment on how good/bad the system is. Simply the EL code and the results I obtained. My data is from CME's official T&S files, that...
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