To illustrate the robustness of a simple setup, with proper entry and trade management, I have swept N from 12 to 32 in increments of 2, and...
Trade results: For daytrading systems, many performance summaries examine trade-by-trade results. I don't think this is a valid way to do it....
Now to define the setup: At the first bar of the session, set variable Setup = 0 If BarCounter >= N, then: - If the high of the current...
I built this Time-based SR indicator, and plugged it into my proprietary trading system framework. The basic code of the setup is this:...
This type of system does work on an intraday basis, I know by experience. The main drawback is that choosing a fixed number of bars to...
Thanks a lot, it's much appreciated. rt
I'm using IB's data. rt
Hi all, I'm looking for some source code that can convert raw tick data into minute bars. Java or C++ is fine, if someone has built a class...
LOLOLOLOL!!
this is getting uglier by the minute. I can't believe Bernanke isn't printing and giving free cash to the banks by now. America should be at...
YM is jumping around too. Already about 200 points to the downside tonight. I have never seen this kind of action before, my jaw is...
and, duh, We have GET_EXECUTION_PRICE to find the fill price. One more question: is there a way to deactivate and reactivate an existing order,...
I just figured out how to generate OCO. After function PLACE_ORDER is called, use SET_ORDERVAL to create an OCA group and OCA type. Thanks,...
maxchinaski, When I call GET_POSITIONS, it should return a postive integer for the number of shares or contracts the account is long in a given...
After a little investigation, I found that scope does matter. Any twslink functions called must be defined in the local scope in which they are...
Yeah those wrapper functions are what I'm talking about. The ideal thing is to make the code as readable as possible, and separating execution...
Hi maxchinaski, This is really great work. I am looking through your tradestation examples right now. Question: you declare a rather...
You need to assume 1 tick slippage. In a reasonably liquid market, if your limit order is placed 1 tick shy from the strategy order, you will...
This article talks more about the business and investing side. i.e. people in corporate finance and investment banking. I wonder how the...
What solution would that be? RT
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