Assuming you have TS8 there is a thread here on how to bring COT data into TS for backtesting... https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=41575
Art, Thanks for sharing this. It's great to see a thread on Elite remain civilised. I haven't looked in detail yet but I just have some initial questions... What kind of stops are you using on your performance reports? Is this just buy at open/sell at close? Also, in the peformance report above (from the last post on this page) , the profit per trade is only $40, which is less than 1 tick on the full-sized Naz (which for a system trader makes it untradeable). Are you just using this as a guide to say "I'm in the right direction" rather than as a 'system'? Thanks
hey everyone-- my computer ccrashed three days ago. dave mecklenburg of tiger sharktrading was good enough to post my daily biases. (thanks dave!) i'm just getting back up on email now. i'll be getting around to answering my backlog within a day or two. hope everyone had a nice holiday.
setharb wrote hi seth-- yes. gold is one of the most frustratingly system resistant markets i've ever seen. silver too. crude i've made some stuff work--even stuff that is s&P specific. of course, there, you have to be very cognizant of slippage-commission. those boys in new york just don't seem to play by the same rules we do--at least that was true a few years ago when i was trading there and they wouldn't stand behind limit orders that were penetrated but not filled. i guess a shorter answer is, crude is probably doable but i haven't found anything to rock my world yet. later
Here are my futures biases for November 28. A "1" means bullish bias. A "-1" means bearish bias. The total is the sum of biases. A positive sum will be long (L) bias. A negative sum will be a short (S) bias. A sum of zero will be a neutral (0) bias. Note the extreme bias in the 30-year bonds.
Here are my futures biases for November 29. A "1" means bullish bias. A "-1" means bearish bias. The total is the sum of biases. A positive sum will be long (L) bias. A negative sum will be a short (S) bias. A sum of zero will be a neutral (0) bias.
Here are my futures biases for November 30. A "1" means bullish bias. A "-1" means bearish bias. The total is the sum of biases. A positive sum will be long (L) bias. A negative sum will be a short (S) bias. A sum of zero will be a neutral (0) bias.
setharb wrote hi seth yes i routinely scan other journals. trading is my passion--i read anything i can get my hands on for inspiration (i generally take others' ideas in new directions) or when all else fails, for pure entertainment. there are just so many cool aspects to this buiness, don't you think?
Here are my futures biases for December 1. A "1" means bullish bias. A "-1" means bearish bias. The total is the sum of biases. A positive sum will be long (L) bias. A negative sum will be a short (S) bias. A sum of zero will be a neutral (0) bias.
Here are my futures biases for December 2. A "1" means bullish bias. A "-1" means bearish bias. The total is the sum of biases. A positive sum will be long (L) bias. A negative sum will be a short (S) bias. A sum of zero will be a neutral (0) bias.