Automated Trading

Discussion in 'Automated Trading' started by tatsimon, Oct 20, 2007.

  1. None of my systems actually use TradeStation Strategies. Those seem to be intended for chart windows where you have a window for each symbol you are watching. I watch hundreds of symbols a day. I implemented all my systems as indicators and they run in Radar Screens. I have to manually keep everything in sync but it better suits my needs. I am in the process of moving to another system (possibly custom) to better handle my trading systems.
     
    #31     Nov 3, 2007
  2. bespoke

    bespoke

    you would think this would work, but it really doesn't. at least for the strategies i do. even if my p&l curve is a 45 degree down line, doing the exact opposite is usually also negative but maybe just a bit less.
     
    #32     Nov 3, 2007
  3. telozo

    telozo

    You are right, most of the time is impossible to reverse a losing strategy and make it a winning one, and that is because most of the time the strategies are not symetrical. In a simple case, like you enter the trade on a break, and have a 1% stop and a 1% profit, it might work, but I doubt you will find a consistant losing/winning strategy like that.
     
    #33     Nov 3, 2007