OEC/Tradestation EasyLanguage Strategy

Discussion in 'Automated Trading' started by masterm1ne, Jan 15, 2010.

  1. #21     Jan 17, 2010
  2. adam...good stuff

    Have you tried this with any equities or SPY on OEC? I have not signed up for their equity account yet but was thinking about it.
     
    #22     Jan 17, 2010
  3. No haven't done that though I might. I want to tweak this strategy before moving onto something else that mirrors the index(es) anyway.
     
    #23     Jan 18, 2010
  4. I am currently using the OEC platform and am very interested...
     
    #24     Jan 18, 2010
  5. My originally intended project was an overnight trading strategy... After finally coming across the commands I was missing (damn easylanguage manual I was using for some reason didn't contain information about the buytocover and sellshort functions...) this thing is finally starting to come together!

    Codenamed: nightowl lol...
     
    #25     Jan 18, 2010
  6. Need to work out the kinks, but overall good results... will test in real time with demo over a few days and post results since there seem to be issues with back testing.

    Automated entry and exit orders on the demo accounts seem behave like a live account.
     
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    #26     Jan 18, 2010
  7. This what you were looking for?

    (This is a back-test of my current project, not the previous ones.)
     
    #27     Jan 18, 2010
  8. and the ES...
     
    #28     Jan 18, 2010
  9. Tariff

    Tariff

    adamm2
    from your trade log screenshots, it looks like your trying to take one tick from the market, and are prepared to ride out open trade losses of several thousand dollars.

    Additionally, you havent factored commissions into your simulation, which will take a huge chunk out of your one tick profit.

    This might look good in a backtest, but i think you will find this is untradeable in real life.
     
    #29     Jan 18, 2010
  10. Huh? The last two screenshots factor in commission and slippage. What you are saying doesn't make any sense. If there were such huge losses in the system then why are they net positive? There is a good reason if it looks like the system trades for a single tick or two, that was because during the back test it was most profitable that way... The screenshots show 4 hour time periods anyway... which means the trades are happening a little longer than one tick lol.

    I already know there might be a problem in real time due to back test limitations...

    Study those last two screenshots again, first off you can't see the trades placed, and secondly the largest winners can be larger than the largest losers.
     
    #30     Jan 18, 2010