zdo

this might help... inputs: BlockSize( 5 ) ; vars: IntrabarPersist TSstore( 0 ) , IntrabarPersist TradeSize( 0 ) , IntrabarPersist TickHist( 0 ), IntrabarPersist BStatus( 0 ) ; if BStatus = 2 then begin TSstore = 0 ; TickHist = 0 ; end; // f BStatus = 2 if BarStatus( 1 ) <> 2 then begin TradeSize = Ticks - TickHist ; TickHist = Ticks ; if TradeSize >= BlockSize then ... end ; // if BarStatus( 1 ) <> 2 ... ... BStatus = BarStatus( 1 ) ; see https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=49719&Reply_ID=229034&SearchTerm=Blocksize&txtExactMatch=if%20the%20tick%20is%20greater%20than etc hth

Tams, my guess is that he is creating a template for an info panel that sits on right side of screen. Is that correct jojojo? If so, you might also try the panel as a separate window... easier to maintain, etc. zdo

jonbig04 ‘Letting winners run’ can not be ubiquitously applied to all systems! It MUST be applied to trend following systems because capturing outliers IS the edge of trend following systems. So, in trend following systems, scaling out is not worthwhile. But for ALL other types of systems only varying gradients of ‘letting winners run’ is appropriate. And scaling out, quickly or more gradually per the characteristics and statistics of the non trend following system, does have efficacy. Those that don’t get this might as well be straw sucking ‘daylight DMT’ every morning… even though having this knowledge does hardly anything to help conquer those fears / biases you discussed in your post.

“Uncertainty, shifting quality of information, high risk, and ever changing conditions…” Aren’t you ultimately saying you are considering lowering your certainty threshold slightly? Foregoing a little bit of ‘confirmation’, etc. … continuing to keep the odds on your side while missing fewer opportunities? Do it! But plan to do it first. Granted significant projections may be going on, but in the memories of when I asked the same kind of questions of myself I was almost, but not quite, ready to do it. Keep in mind - Every tweak to a system, be it a random or discretionary or highly structured system, is not really a tweak. It's actually a whole new system! What else do you need to do to prepare for this minor (but major) shift in tactics? hth

try switching the order of the parameters SetPlotWidth(Width,1); bcmes SetPlotWidth(1, Width);

:applaud: +1 Ditto Etc. :idea: Do that 'inner work' first each day before doing 'chart work'... and if you're not finding nearly equal passion for both 'works' then let that be a clear signal for you to find another game for your own sake (and your family's sake too) !!!! And ditto on most of what all the other posters said too. The one place I would suggest something different is instead of SIM only, I would recommend taking $1000 of your savings and opening a micro FX account (OANDA, etc) and trading and managing and protecting that capital deeply like it was a million dollars. PM me if you want more details... over the last six months helped guide a med school student (who blew up an $80k account) get back up and running via a very similar path... and he's already back trading +1M lots in FX and multiple contracts in futures... he's gifted btw, but the point is he tells me that he would probably have gone no where had he re-started in SIM instead of real... All the best, zdo

:helloooo: Be careful The path to mastery in any field may aid in clearing and/or bringing obstacles to enlightenment to their exhaustion... but the path to mastery in any field is NOT a path to enlightenment...

imo best PB is a fast (modified) HA

inputs: Length( 14 ) ; variables: ADXValue( 0 ) ; ADXValue = ADX( Length ) ; Plot1( ADXValue, "ADX" ) ; { Alert criteria } if ADXValue > ADXValue[1] and ADXValue[1] <= ADXValue[2] then Alert( "Indicator turning up" ) else if ADXValue < ADXValue[1] and ADXValue[1] >= ADXValue[2] then Alert( "Indicator turning down" ) ; { ** Copyright (c) 1991-2003 TradeStation Technologies, Inc. All rights reserved. ** ** TradeStation reserves the right to modify or overwrite this analysis technique with each release. ** } Assuming you still have the functions intact...let me know if you don't hth

re: "how many strategies can be processed at once through trade station" You need to have a "chart window" active for each instrument you want to run strategies on. You can run multiple strategies per "chart window". Performance limits are set by number of strategies, etc running and amount of loop, array, etc. crunching in each. Upper limits are mostly set by ram... use an ASUS motherboard and pile on the gigs. ... any platform is 'chokable' There are techniques for minimizing bottlenecks and setting processing precedence... but that's beyond the scope here... I was only suggesting TS as a prototyping and testing environment, although a few use it in production successfully... hth

In a word - Yes. Here are some of the ways it can be done. >In EL, write strategy-performance related reserved words to .txt (etc) file for access by other apps. >Strategy Performance Report itself can also be saved in an Excel workbook directly. > https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=68283#333302 > https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=79260 > https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=77123 > https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=66550 > Use Fileappend see Trader Wiki > https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=46429 > https://www.tradestation.com/Discussions/Topic.aspx?&Topic_ID=45827 > Search on or contact TS forum name Albruno. He saves "the file as .csv , rebuilds the results to an EL format.(using python to build the function and all strategy components), filters the poor results and keep the cream (ie put them in a function that enable re-optimization of this filtered list only… the iteration order is reset.. so that all the valued series of variables can be re-optimized without wasted params that were not useful) to save days... of re-processing... " etc etc hth

rickek, It may not be the best schema for a creating continuous contract but you can use @US, etc. for data that spans multiple contracts. hth

Flojomojo, a Preface: Even though it will most likely push some head buttons, this is (paradoxically) not a disagreement with your posts But! … after nearly 25 years of “turning charts every way but loose” , I have concluded the following needs to be said plainly. They lied to us. “As above, so below” – NOT!

How would a chimpanzee (or monkey) trade? Would s/he have the same biases as humans (patterns and tendencies like keeping losers and cutting winners, etc)? Maybe this has been asked and answered elsewhere - don't know... would love to hear from any resident behavioral psychs

Code is 'saved' on each 'compile'... unless... re your crash. Most likely a one time "Coincidence" However your code may have triggered an unhandled TS editor / compiler bug, etc. Maybe, comment out anything that is not totally and entirely straight forward, compile it. Then start adding the commented segments back in and recompiling at each addition... Estimated time: 45 man minutes... hth

You guys would get a lot more help if you posted the code you need translated...

kaiynne, For prototyping most applications, TradeStation should at least be considered. After you get a system prototyped and tested then moving to the next level will depend a lot on your scale and the correct path will pretty much reveal itself. TS EL code is fairly easy to port to other languages, has a decent library of 'reusable' code (and a deep reference for handling the 'gotcha's' and idiosyncracies of execution, etc), you can use multiple data streams, and with ELC/ADE 'collection' you can create your own 'tables' etc. DLL's can be wrapped in... etc etc. hth, zdo

I really wish I could oblige you but here’s all I got today… http://www.safehaven.com/article-13035.htm and PS Marygwen Dungan PPS btw …and what happened to the bush bashing peace activists… were they abducted? http://www.cnsnews.com/public/content/article.aspx?RsrcID=46413

My limited perspective - His is a specialized model of game theory that requires good representations of 1) who has a stake, 2) what they say they want 3) how focused / how big a deal it is to them 4) how much clout they have if decide to act… For exchange traded markets, in both macro/broad index and micro/sector/ individual instruments, 1) is unknown and is also too transient 2) ‘they’ always say they want the same thing, they “want it to go up” - not differentiable info 3) their focus is immeasurable (and, like 2), malleable and transient) 4) the ‘clout’ is also transient (and also prefers to keep position information secret). That’s essentially why he doesn’t (publicly) apply his model to the stock markets… Also, his model is applied to situations which ‘resolve’ at least in terms of current circumstances and conflicts. Markets never ‘resolve’… so applying other game theory models would be more appropriate and he knows it...

andypap, Please rephrase your question. Maybe do a 3 element representative example of all the loops and ops you want performed...thx

Eiger, re :doh: Yep I need to drop it and image creating the new after this system completely crumbles itself... Actually at this point I am more upset that I am doing the rant instead of millions and millions of fellow earthlings than I am about the 'politics'....here is another dumbass wasting his time yelling about what's wrong instead of creating something functional... Ron Paul 3/23/09

Good post. Excellent rules Some other thoughts You will have a high probability of being attracted to a room where it turns out the moderator has the same trading issues and deficits as you… so learn from that too. Dig deep fast. Bust your butt learning the methodology fast. Ask really tough questions from day one. So tough the moderator will threaten to fire you… Disclaimer re my actual trading room experience: In my 20+ years of trading, I have only been in one trading room for three weeks. I learned a lot quickly. I did get fired. All done with that. The way to get the most out of a trading room is to get out of the trading room

The YM book is thin So yes, in essense, low volume. bakrob is correct. The YM is a bit shakey to trade these days. I still like the charts of the YM on short timeframes though - less 'blocky' and often id setups on YM and take the trade on ES as they rarely diverge directionally for very long. fitzkie, re "what is the volume?" I wish I could help you there Good luck. Read DBP and VSA and good luck with that too.

YM is relatively thin these days but slippage is 1 tick in normal auctions – very generally speaking. Any speed at all though and you should not be surprised at a 2-3 slip on a mkt orders

Most days, I trade the FX intraday on Currenex for an hour or so and while the EJ charts still have the easiest technical signature for me, I’m seeing the bid ask get pushed wider and wider as if a lot of players are moving to something else. For the last couple of weeks have been doing more and more turns on GBPUSD instead of EJ Note to self … ‘volatility’ on the BP seems to have settled down a little bit from the old days, however … keep reminding myself those BP boys can play rough.