I ran an optimization and chose the highest profit with lowest drawdown, beware of curve fitting. for the hhv it was 1.0065 for the llv it...
Runningbear, Which piece of code are we talking about, The original in the first message, the modified close out at end of day in the first...
Thanks but definitely not the amibroker expert. re: 1. If you mean automated hands off trading, no, if you mean program a strategy and have it...
Sorry, I don't use tradestation, maybe someone else can help you with that, haven't had time to learn the EL. wdbaker
larrybf, The way it was originally posted on the activetrader.com site and in the magazine it was always in the market, signal to sell was signal...
Test were done on hourly bars slippage & commissions of $30/rt were included.
Wally, You might try and sign up for the free package at quote.com, I see that you can lose access if you don't log on at least once every 14...
Wally, I see what you mean, well I used it about 2 months ago, but they must have changed the program. Before I had signed up for a free...
wally, Yes, go to quote.com and use this symbol CME:es02Z, then next to that click the down arrow and choose live charts, then "go". This will...
HoustonTrader, As far as I know you can upload any kind of data as long as it is in an acceptable format, like text or csv, it uses some other...
Great, did I say anywhere that I don't know how to trade Doogie?? Put down the crack pipe and get off your mothers computer. Thanks for your...
Thanks Corallus, This is exactly the type of insightful information that I was looking for. :) :) Any other Ideas would be gratefully...
wally, Yes, go to live charts and use this symbol CME:es02Z then you click on "chart" and then "export chart" wdbaker
Amibroker is the way to go, and in comparing the amibroker language with trade station, the amibroker is so much easier that it isn't even funny,...
All, I have opened an account with IB and Esignal, I have looked them over and feel overwhelmed. Do I need something like the autotrader or...
Walter, Here are the rules: Enter long C>(Ref(HHV(H,1),-1)*(1.005)) Close long C<(Ref(LLV(L,1),-1)*(1.005)) Enter short...
Bob111, Coming soon to a forum near you, just got IB account set up, wired the money late friday, got e-sig downloaded today, probably sometime...
opmtrader brings up a valid point, shouldn't the LLV be multiplied by .995 instead of 1.005, thereby creating a buffer above the hhv and below the...
Here are the results without my end of day restrictions These were all done on about 8 months of 1 min data for the es Scroll way down to...
Here is the hourly bar results, all trades are 1 contract @2500 margin, $5000 in the account to start. When it talks about B&H it is comparing to...
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