Anyone know what thier network looks like? Can't they afford the best? What a disaster, somebody better get fired for this.
Wow, Mr. Hershey, you are obviously very sophisticated, wise and experienced. I won't attempt to understand all that you've explained here in this...
4/14/2003 Cover previous short from 868.75 @ 873.25 -225 Buy 873.25 @ 8:30 Sell 879.00 @ 12:30 +287.50 Short 879.00 @ 12:30 Still...
4/11/2003 Cover previous short from 876.25 @ 879.75 -175 Buy 879.75 @7:30 Sell 868.75 @ 8:30 -550 Short 868.75 @8:30 Still short...
I have included the TradeStation workspace I am trading from, for those of you who use it. You will need to change the extension back from .txt to...
I am trading from California, so maybe this accounts for the discrepancy?
4/10/2003 ... Short position still open from yesterday 876.25 @ 9:30 P&L -362.50 [/B] Commis = -5.60 Slippage = 0 Total Trades 1 Net...
I realize that 5-10K is possibly too small an account to trade this system. But, is a backtested system feasible in real life? Are backtested...
Good point. Most of the systems I've come up with short more aggressively than long. Is this because of market trend or maybe markets fall faster...
If anyone wants some documentation, please just ask. I have covered what I think to be my bases. But your objective opinions are why I am here ;-)...
Yes, it is optimized. I started with 6-month back to present. Then took out the top few trades by narrowing down the optimization range....
I'm not trying to be sarcastic. I seriously have no idea what you are talking about. Must have been absent from class that day. ;-) I appreciate...
Thanks gms that was enlightening. Mechanical trading is definitely not full-proof and without it's own set of obstacles. You comments are appreciated!
This is correct. different criteria for long/short positions.
Since I am correcting my previous posts, let me make one more:
Hopefuly this is what you refer to. I do appologize for any confusion this may have caused. Maybe I shouldn't be trying to write this at 2:45 in...
If this succeeds or fails, I would hope to lean why. Maybe those of you with superior trading skills and experience would help us understand these...
Again, Why do you say this, can you offer a suggestion? Maybe you have some experience you can share with us?
Why do you think this? I don't want to argue, I want to make progress. And yes I did a backtest in TradeStation. That's how I came up with it....
Good observation, this systems assumes no trade level risk management. Either you risk the money or you don't. I don't want to grow a portfolio,...
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