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Tams

Market Wizard
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Everything posted by Tams

  1. can you give us a bit of your background? ... and where did you get your material?
  2. number one lesson -- don't trade anything you don't know. expiration and rollover information are two of the most basic pieces of info you MUST get before you start trading. it is easily obtainable from the exchange's website, or google for rollover discussion in a forum... there is no excuse for not getting this information before you start. I am not trying to give you the third degree. this is for any newby reader who come upon this thread. your mistake hopefully can save someone some big bucks. be glad that you are not trading crude oil (hint hint... google it for horror stories). number two lesson -- never use market order on thin markets this is self-explanatory. if you don't understand, please ask. I am sure many people would be happy to explain further. number three lesson -- don't be so cheap, get level 2 data. without bid and ask prices, you are only asking for trouble. it takes money to make money, you want to be cheap? buy term deposits. as always... these are only my 2c
  3. that's right... always visually inspect the trigger points first... before jumping to the order managements. good to hear your logic is working.
  4. Neither TS nor MC plots in strategy mode. as part of your programming steps, you MUST first use the plot IN PLACE of buy/sell in your system development. ie replace the following code if open[2] < Lo then if Close > Lo Then Buy next bar at Market; if open[2] > Uo then if Close < Uo Then Sell Next Bar at Market; with if barstatus = 2 then begin if open[2] < Lo then if Close > Lo Then plot10(high, "BUY"); if open[2] > Uo then if Close < Uo Then plot10(low, "SELL"); end; set the plot to a large dot... you can then visually verify whether your code is actually triggering the buy/sell orders at the places you wanted them to. if you can see the dots in your indicator... but the strategy's orders are not getting filled... then the problem is with the broker. if you CANNOT see the dots in your indicator... then the strategy's orders are not getting TRIGGERED... the problem is with the logic. you then have to verify each variable has the appropriate value at each stage of the logic development.
  5. have you tested your buy/sell triggers with a plot? add this to the plot: if barstatus = 2 then begin {--- plot buy/sell logic here---} end;
  6. better still, use... Mom cross above -0.5 or Mom cross below -0.5...
  7. I took a random look at your journal... this is a graphical log of your trades during one fine spring day in 2010. Interesting indeed. Risking $5,550 to attempt a $50 profit is not my cup of soup, but each to their own... carry on, you are doing one fine job.
  8. Tams

    Bernanke Speaks

    Wednesday Mar 23 Ben Bernanke Speaks 12:00 PM ET Description Federal Reserve Chairman Ben Bernanke speaks to the Independent Community Bankers of America in San Diego on "Community Banking in a Period of Recovery and Change."
  9. you have to go to MultiCharts and download a patch. unless your copy is pirated, you can call tech support and get them do it for you.
  10. you can get something similar here: Volume Bias http://www.traderslaboratory.com/forums/f46/volume-bias-6519.html see post #39 for TS version 156.282.29.53
  11. MurreyMath is copyright material. The function is encrypted with the purchaser's password; you would not be able to run it in your copy of TradeStation. If you have downloaded it from a web somewhere, I would caution anybody who try to install it. If you did, you would better do a FULL virus and trojan horse scan, because those attachments are full of them. .
  12. // BR Paint Bars Inputs: price(Close), length(13), upColour(Blue), downColour(Red); var: intrabarpersist v1(0); v1 = jtHMA(price, length); plotpb(high,low, "jtHMA"); { Color criteria } if (v1 > v1[1]) then setplotcolor(1, upColour) else {if (Value1 < Value1[1]) then } SetPlotColor(1, downColour);
  13. .......... LOL .......... there is a genius in every clown.
  14. Friday Mar 18 Quadruple Witching
  15. the basic fact is.... you have to buy before you can exit long -- that is an sequential event. You cannot chop up a sequential event and process the exit long before a buy is executed. furthermore, most of the trading logics require something like this: if price is larger than 50 SMA ... then buy... if number of loss trades today is smaller than "max_allowed_loss_trade"... then proceed... that 50 SMA is a sequential event that must go back 50 bars... you cannot chop up this event for parallel processing. same goes for any conditional decisions that looks back in time. Hope these examples helps.
  16. backtest is still a sequential event you can use genetic algorithm to simulate optimization, that speeds up processing without added hardware. ps. CUDA is good for vector processing (Look up Google)... ok to make 3D financial models, but not sequential events like trading. One famous charting software (which should remain nameless) had to turn off multi-core CPU and multi-thread processing, because of problem with data integrity. This should give you an idea the practical application of massively parallel processing.
  17. you should start with a plot... instead of buy/sell etc. read your manual.
  18. have you read the manual? what is not working? how is it that it is not working? what are your parameters? how should it work under your parameters? how should it not trigger under your parameters?
  19. but the market is a sequential event...
  20. I play tennis on Wii there's no way I could hit the ball in real life.
  21. I don't think you are missing much... ;-) there's only a few posts inside.
  22. frivolous posts do not count j/k :haha:
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