Jam

Trading futures is not a zero sum game but a negative sum game, keep in mind commisions add up quickly. Jim

Have you looked at Ninja Trader or Tradestation? I have used many platforms, NJ, TradeStation, GFT, FXCM, E-Signal, MetaStock, Omni Trader, ElWave, Market Analyst Gann adition, NeoTicker, Wave-59 and several others. They all have positives and negatives, however, as much as I hate to say this, none compare to tradestation for all aspects. I have a love hate relationship with Tradestation, but find myself always back there. I am seriously considering Ninja trader again however. Jim

Here is a strategy that I programmed with the help of great individuals on the TS forums, Origional programming was found on TS forums and posted on this thread already. This uses a color change of a smaller HMA and a larger HMA as a filter for direction, also, times are included so you can set start and end times for day trading. Jim inputs: price(Close), jthmaLength( 21), jthmaLength2(84), startTime(0500), endTime(1600), EnterTradeEndTime(1600); variables: Avg( 0 ), Avg2( 0 ), Avg2Up( false ), Avg2Dn( false ),MP( 0 ),AvgUp( false ), AvgDn( false ); MP = MarketPosition; Avg = jthma( price, jthmaLength ) ; Avg2 = jthma( price, jthmaLength2 ); Avg2Up = Avg2 > Avg2[1]; Avg2Dn = Avg2 < Avg2[1]; AvgUp = Avg[2]> Avg[1] and Avg > Avg[1]; AvgDn = Avg[2]< Avg[1] and Avg < Avg[1]; {buy, sell short Criteria} If Time > startTime and Time < EnterTradeEndTime then begin if AvgUp and Avg2Up then Buy ( "jup" ) next bar at market ; if AvgDn and Avg2Dn then sell short ( "jdn" ) next bar at market ; end; {sell, buy to cover Criteria} If MP = 1 and AvgDn then sell next bar at market; If MP = -1 and AvgUp then buy to cover next bar at market; if time = endtime and MP > 0 then sell this bar on close; if time = endtime and MP < 0 then buy to cover this bar on close; +JTHMA STRATEGY+FILTER.ELD

Use your large triggers as a filter, two ways to do that, when you are above them and they are strong, only take long signals, or you can back test and take signals on the wrong side of them as long as they are still strong in your direction. When the large triggs are flat or price is in a range stay out until large triggs start to move again then look for signals in that direction only. This should help avoid the whips. Remember, no trade is a good trade when the market is whippy. Also, try using another stop method that is different, I have incorporated a simple Parabolic SAR for stops only and adjusted my settings to afstep .02 and AFlimit .1 this keeps me in trades a little longer. You will still need an initial stop until price changes the Par Sar and then you can trail. I also use candlestix and if the price bar that caused a change in the par sar direction closes back in the trade direction then I trail the price bar by 2 ticks otherwise I exit if the price bar shows reversal. Hope this helps Jim