What about real live trading? I wrote lots of codes that make tons of money in backtesting and flop in live trading.
Did you test them with a demo account before using a live one? Were the results the same as the back test or were they similar to the live account? Which back test settings were closest to the real results? I am guessing you want to turn intrabar order generation off, and turn entry signals to no limits (needed for me to trade short and long), and then for pyramiding use one entry for each signal.
Under Strategy Properties>General>Back-testing resolution you need to turn on "use Look-Inside-Bar Backtesting since you have signals intrabar. Use 1 tick or 1 minute for resolution. Let us know how your system does.
I'm reading their web site, and it seems like I still need to have a copy of tradestation. How are you running your EL strategies? If I open an account with these guys, do I have to maintain an account with TradeStation? I think TradeStation is great, but I don't like their platform fee. I'd really just want to pay TS around $20 a month with no brokerage connectivity at all, but I put the minimum 5k in. Most of my losses in that account are just the platform fee, although I've a few shitty trades of my own. But then my frustration comes from this: If I have less than 25k in the account, I can only make 3 trades a week. At that point, it becomes harder to cut my losses because many times, the trade will slip back against me a few pennies and then go off $4-$5 dollars. Other times, it really goes against me. I'd like to have the luxury of re-entering on momentum trades, but don't want to subject all my money to their fees should I get occupied with my day job during a given month.
If anyone wants help with OEC strategies using EasyLanguage or anything else with the platform, I am in a ventrilo chat room. I am also open to discussing my strategies in progress: IP:texas.ventriloservers.biz Port: 3898 Password: september I will be willing to help.
Sorry to hear about your frustration, but OEC offers their trading platform for free and they have their own EL compiler, back testing engine and automated strategy software built into the platform (much like TS). This means you do not need any part of TS to utilize any of the above functions... I think their goal is to emulate TS as much as possible without any of their ridiculous fees per data feed/historical data! Last time I checked, commission was $2.44 per side with OEC and that's it. http://www.openecry.com/rates/rates.cfm