Sorry, I don't use tradestation, maybe someone else can help you with that, haven't had time to learn the EL. wdbaker
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 tell you real time when to take the trade, yes. re: 2. I think I just read something about them preparing for IB but can't find it. If I remember correctly that was a priority for them. I haven't had a lot of time to experiment with this piece of code, I have my own systems that I am working on. This just looked very interesting and thought maybe some of you would be interested in a different strategy to experiment with. Everyone is always yelling because nobody will give them any strategies wdbaker
wdbaker, Can you run a few backtests on the system using much shorter bars? Like 5, 10 and 15 minutes. Also you might want to try it with a filter through the lunchtime period. 11.30 - 1.30 Thanks, Runningbear
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 message or the other one we discussed with llv * .995 instead of 1.005 ???? wdbaker
a close at end of day system with llv * .995 instead of 1.005 Also experimenting with a fixed stop on entry may reduce maximum drawdown. Thanks, Runningbear
Did you guys collect all this ES data or did you purchase it somewhere? Any ideas on where I can get a ton of 1 min ES candles? Or any candles for that matter. Id like to backtest some strategies too... ill post results if anyone knows a data source for ES/NQ. Or ill code up strategies other people are interested in for them, if they have the data I can use. Or ill just start collecting data for 6 months, and start after that. peace axeman
wally, create fully automatic trading system not that complicated, and it actually very easy do do with IB for average programer. how it will work for you-that another story)))))))))))
How do you then explain the fact that there are not so many of those ATS on the market yet? Literally one or two. I have my own systems, just need some software to run them, will have look into that soon.