TheRumpledOne 6,411 posts msg #86999 - Ignore TheRumpledOne |
1/25/2010 4:29:49 PM
This method was designed for and implemented on TradeStation years ago.
No, I do NOT post automated code.
The method pushed TradeStation to it's limits. It was too fast for Trade Manager to keep up with it. I had to write my own trade management code.
I also uncovered a nasty little detail about TradeStation's data.... it is a consolidated data flow... Form T trades came through and screwed up the daily open. But Radar Screen quote fields had the correct open price. I had to write a routine to retrieve that number, too. That gave access to quote fields in Strategy's and indicators in a later version thanks to my embarrasing posts showing their numbers were wrong.
I probably have forgotten some of the other nasty things TradeStation/EasyLanguage did that I had to over come.
But when I finally got it working, I remember AutoAvery making $500 in about 3 seconds one morning. It happening so fast, I thought somethng went wrong...LOL!
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mesayah 658 posts msg #87009 - Ignore mesayah modified |
1/25/2010 7:54:28 PM
So i guess what you are saying is TS can handle trading this method. How about the fills? Good or bad?
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shovel52 18 posts msg #87082 - Ignore shovel52 |
1/26/2010 6:55:30 PM
Any idea how to code your trend indicator into an ELS. so I can use it in ts 2000i?
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TheRumpledOne 6,411 posts msg #87097 - Ignore TheRumpledOne |
1/27/2010 8:04:14 AM
No problem with fills.
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TheRumpledOne 6,411 posts msg #87098 - Ignore TheRumpledOne |
1/27/2010 8:04:52 AM
shovel52
Any idea how to code your trend indicator into an ELS. so I can use it in ts 2000i?
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Isn't the source compatible?
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mesayah 658 posts msg #87124 - Ignore mesayah |
1/27/2010 11:01:00 AM
FAS-FAZ would have chopped you up like minced meat with 8 crossovers. Enjoy!!
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stratiG 147 posts msg #87130 - Ignore stratiG modified |
1/27/2010 11:28:41 AM
I don't trade FAS on the open, but I don't see how you would of got chopped up today.
Please explain how you would of traded FAS this morning?
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mesayah 658 posts msg #87134 - Ignore mesayah |
1/27/2010 12:26:35 PM
were there not numerous crosses of the triggers today?
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stratiG 147 posts msg #87137 - Ignore stratiG modified |
1/27/2010 12:53:15 PM
There are numerous crosses, but not supported by the statistics. I'm just trying to help you understand what the statistics are tell you. I only see 3 trades that are supported by the stats. You can continue to trade, but those trades are not supported.
If you like to wait for the .50 cent cross.
What I see, but not how I would trade it
Bar1) enter short take .40-.80 cents
Bar4) enter long get stopped out
Bar6) enter long take .40-.80 cents
Someone correct me if I'm wrong, but this is how i interpret the stats. thanks.
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mdl060374 94 posts msg #87139 - Ignore mdl060374 |
1/27/2010 12:58:57 PM
" also uncovered a nasty little detail about TradeStation's data.... it is a consolidated data flow... Form T trades came through and screwed up the daily open. But Radar Screen quote fields had the correct open price. I had to write a routine to retrieve that number, too. That gave access to quote fields in Strategy's and indicators in a later version thanks to my embarrasing posts showing their numbers were wrong"
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TRO, can you elaborate on this? What is :consolidated data flow?"
I had a problem with running statistics based off the opening print, b/c they were innacurate. But the innacuracy was based off of erroneous odd lots going off (creating the opening print in TS'e eyes) right around the open....
ie. the stock was tradeable .40 away from where it supposedly opened.
Is this what you are refering to?
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