Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.
flyingdutchmen
Members-
Content Count
114 -
Joined
-
Last visited
Content Type
Profiles
Forums
Calendar
Articles
Everything posted by flyingdutchmen
-
what looks like a trend to you might not look like that to someone else, you could be seeing a trend in a hourly timeframe while others detect a trend in a daily timeframe and therefore for them they are trading "with" the trend while you view it as "counter"trend. then you have the ones that claim trend is still in place as long as price is making higher highs or higher lows and then there the ones then find a trend not activ anymore as soon as price is below some ma. to me this is all bs. you are better of avoiding those trading rooms in the near future and develop your own style / technique, there is no such thing as "trend is your friend"
-
Low's Average of All Hourly Bars for Each Day
flyingdutchmen replied to nuno-online's topic in Coding Forum
i wasnt sure if it was a question, i am not sure what reserved word tradestation or multichart uses to define a full hour. in my software which also supports easy language to a certain level it is just HOUR like in the example given.take a look in your help file, the rest of the code should be ok. -
Low's Average of All Hourly Bars for Each Day
flyingdutchmen replied to nuno-online's topic in Coding Forum
Edit: wrong place -
Tams, i would never have tought you as a respected TL member would serious consider to hack a file for someone who's first post on this forum was the very question if it would be possible to open a protected file. the whole point of protecting it is to stop people trying to hack into it.
-
I do not see why not as long as you gather your data from their futures
-
Add... above example N would be the max amount of values you would like to store in your array, or the amount of times that your condition has been set true if you would use N as a counter where you just add 1 each time your condition is found.
-
if you would like to keep those old values stored in your array and only shift those values one row back each time your condition occured, you could do something like this If mycondition Then {this should start only wenn your condition occurs which is your counter i believe} Begin For i = N DownTo 1 Begin myarray[i] = myarray[i-1]; {shift values one row back untill row 1} End; myarray[0] = mynewvalue; {now write new value at row 0} End; what you are doing this way is you only write in index-place 0 of your array, and only then wen your condition occures. your old values will shift 1 index back in your array and stop at index place 1 just right before you start to store that new value. this way all you former values will not be lost and the new values keep coming in at index 0
-
inputs: Offset(40){amount of ticks not full points}, Stop_Loss(500), Exit_Time(945), Start_Time(200); if time >= Start_Time and time <= Exit_Time and EntriesToday(Date) = 0 then Begin SellShort next bar CloseD(1) +( Offset * ( MinMove / PriceScale )) Limit; Buy next bar CloseD(1) - ( Offset * ( MinMove / PriceScale )) Limit; End; If time >= Exit_Time then begin Sell this Bar on Close; BuyToCover this Bar on Close; end; BuyToCover next bar CloseD(1) Limit; Sell next bar CloseD(1) Limit; SetStopLoss(Stop_Loss); i have not tried this but it should work, your problem could have been the offset points, for a e-mini the reserve word "points" refers to the pricescale / 100, while using MinMove/PriceScale gives you the minimum price fluctation (ticks), for the YM this shouldnt matter as a tick is equal to a full point. i allways try to use limit and stop orders where possible, you will not get good and realistic fills using marketorders, not in real trading due to slippage nor in your backtest; especially not in a less liqued market like the ym. be aware a script like this will give zero sensetivity to changes in volatility as your entry and exit are all a fixed amount of points.
-
SaxoBank's SaxoTrader, your funds will be secured by Danish goverment stable and honest broker offering pretty much everything whats tradeable bonds, fx, commodities, cfd's on commodities, cfd's on stocks, etf's, futures, stocks etc. for futures if you do enough volume commission could drop to usd 0,30-0,50 / contract. charting is ok, i believe they also provide api but i am not 100% sure on that. http://www.saxobank.com Altough im not sure about comparing the DAX future to the e-mini S&P, less liquidity and 30/40 points in a heartbeat at volatil times and with a 12,5eur/tick rate this instrument feels like a lamborghini, but there is always the more liquid and calmer dj eurostox future FESX
-
you know its funny, most other professions, hobbies, sports, etc pros are willing to give back. god forbid if you help your fellow rookie out. oh but you suffered so much in the 10 years it took u to make money. Therefore, everyone else should suffer like u did, right ? wrong ! how do we grow as a society with these selfish pricks we call capitals running the show
-
Website That Provides High, Low and Close?
flyingdutchmen replied to brownsfan019's topic in Futures
Pi Trading - Free Market Data http://www.tradingblox.com/tradingblox/free-historical-data.htm first one has longest history, last one seems allways be up-to-date carefull as i am not sure how the continues data is adjusted -
that is the most stupid thing i have read for a long time what you are saying here is if TRO doesnt help them getting "their ass kicked" someone else will take advantage of them and therefor it is fine for TRO to spread out false hope to the newbies most likely you are a frustrated trader who had many losses in his earlyer days and because market is to smart for you, you hope to get at least some kind of revenge from newbies losses i am also getting bored by TRO's giant pictures of charts with indicators named "drain the banks" or "never loose again" all over the internet, it just doesnt reflect the real world and how market works. newbies fall into it they dont stand a chance as they are a to easy target. hence the reason he only programms fx indicators and never programms a blackbox to trade futures or stocks, nothing he has created can be backtested and there will be a reason for that i find it not responsible
-
Up Key Reversal Breakout Strategy (EasyLanguage) for YM
flyingdutchmen replied to swansjr's topic in Automated Trading
i am sorry swansjr, i have just read your complete el script and have viewed your range based target, i guess i was a litle fast with my previous comment -
Up Key Reversal Breakout Strategy (EasyLanguage) for YM
flyingdutchmen replied to swansjr's topic in Automated Trading
systems like this one do not tend to do very well with a fixed stoploss or profittarget, it does not give them any sensetivity to changes in volatility. i would recommend use a x-percent of the atr for both sl and tp, it will give the overal performance a boost -
@ rajatheroyal i am not sure if closedequity and openequity are reserved words in tradestation but in my software it could look like this inputs: myTarget ( 200 ); if date > date[1] then value1 = closedequity; if openequity - value1 <= myTarget then... another possebility is using Tam's example from post #2 and replace netprofit by positionprofit(0) if positionprofit(0) > myTarget then { exit and stop strategy }
-
if you trade enough rt's or shares all fees exept marketdata is waived, if one would trade stocks only your only fee would be 3usd each month for amex nasdaq nyse data your statement is noncense, most likely a failed and/or frustradet tradestation user ?
-
welcome to this forum, hope that you will enjoy your stay here. to your question they cant fx is tradet at socalled bucketshops as it doesnt trade on any exchange like a stock or future does. they do try to keep price correlated you may feel free to open several demo-accounts at random forex brokers and you will notice differences in price at all times while broker a. will have a 1,5030 quote for eur/usd broker b. will have a 1,5034 quote and broker c. 1,5028 if volume plays a part of your strategy try obtain it from their futures, for eur/usd this would be symbol 6E
-
thank you alot for the information guys
-
NinjaTrader Support Forum
-
well it is afterall ninja trader so why wont you go to their forum, i am sure they will be able to help you alot faster then here.they have people ansering questions around the clock not mentioning that with the litle info you gave it is allmost impossible to give you help if we wanted to
-
seems that tradestation is "THE" software for the mass public/ retail trader those spreads looks good.
-
thank you Charlton ! looks like a very fair spread to me one question though.. where does the 10 minutes stand for ?
-
thank you Bakrob i am aware of that "fill-at-market"option, i also have this future in my current software so the simulator seems realistic, that the fills cant be 100% identical seems logical as there are no trades routed to any exchange. fill-if-hit seems fair for any simulator
-
thank you very much Charlton this is exactly the information i am looking for its very much apreciated a .01 spread is for the high liqued stocks i guess. sounds good. i do not nesecarely want to stick with IB but from what i have read about tradestation is that most user do the bare minimum amount of trades enough to cover the software fee and then switch over to IB or any other broker, but then again those are future traders. i would prefere to do all trades at tradestation, not last because 90% is automated. that is what made me wundering if there would be a difference between future's and trading stocks at tradestation. the bad costumer service i was refering to where rumors from people that had connection problems or problems with the synchronisation between the software and their account; they claimed TS was unreachable over phone to close the trades thx again