New Trade Strategy

Discussion in 'Automated Trading' started by Mins, Jun 27, 2007.

  1. Mins

    Mins

    Lol i kind of messed up on the number of contracts traded at one time. It was over 50 contracts at a time lol Sorry told you i was new at this.

    I will get snap of actual profits based on trading 3-5 contracts at a time.
     
    #11     Jun 27, 2007
  2. Mins

    Mins

    Based on 5 contracts at a time.
     
    #12     Jun 27, 2007
  3. Mins

    Mins


    Hmmm, maybe that why im trying to find out if this is truely possible. Will keep trying it to see if their are some errors.

    Thank you for your advice
     
    #13     Jun 27, 2007
  4. I use Tradestation to program strategies. TS Easy Language is simple to learn. Once you have the strategy programmed, it's easy to have TS auto-trade it for you all on one platform.

    TS has 6+ months of available tick data, and several years of minute-based data. So you can do a fair amount of backtesting.

    The one caveat with backtesting in TS (in addition to all the other over-optimization risks) is that if using limit orders for entry and/or exit, TS assumes when the price for a limit order is touched, the order is filled, which of course is often not the case in real trading on the e-minis.
     
    #14     Jun 27, 2007