if (MarketPosition = 1) then . MAE = (LowestLow â EntryPrice)/EntryPrice else if (MarketPosition = -1) then . MAE = (EntryPrice -...
"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...
"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...
MustPlayOptions: Registered: Jun 2006 Posts: 27 1) What kind of capital are you using to get these returns? >$500K 2) How many...
kut2k2: âSlippage? Transaction fees? Buy-and-hold index?â Commission and slippage were included in the test. QQQQ, SPY and IWM were...
KS96: NN as in neural network.
And hereâs the out of sample equity for an equally weighted portfolio of the same stocks as above.
Following or Prediction? Prediction. Iâve developed a neural network that tries to predict moves. Itâs uses proprietary indicators as...
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...
"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...
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...
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...
Although Iâve never used it, TradeStation has RadarScreen, which can be used intraday, and EOD. Its uses any TradeStation indicator, so it is...
uninvited_guest: >> â36 pages, 100's of paragraphs on TA, and no live trades to backup the talk. Where is the proof that TA works?â I...
>> âUsing a $5 commission per trades decreases annual performance in back-test by 0.7%. System used closing price for trade, IMO doing a scan...
>> â. . . tell me, what patterns or TA tactics have you found that can be tested to show increase one's odds upon entry.â There are many,...
Andrew_st1: >> âThis resulting network is downloaded to the client machine upon completion and is not stored on the server. All the scanning...
âThe load Function The load function reads binary files containing matrices generated by earlier MATLAB sessions, or reads text files...
Is this an out-of-sample test, or the results of an optimization run? Did you include commission and slippage?
At novice to intermediate level I would recommend Pruitt and Hillâs âBuilding Winning Trading Systems with TradeStation.â This book starts...
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