nickm001

Here is what I would do: 1. Scan for trojans. Trojans track whenever you access any site and upload info to "home office". If you haven't done so, download Spybot and scan for them. 2. Your HD may be fragmented. Defrag the drve using XP util... Much better one is "Perfect Disk" application. After running perfect disk, I have noticed quantum leap in performance. 3. If none of the above help, I would reload OS... 4. If you still have problem, then most likely is HW issue,and may not be worth your time to fix it, considering the cost of repair vs new system ..

Do you have input value that sets max array size? Try to increase it, since in the last few days we had larger then usual price range.

If you haven't seen "history of oil" by Robert Newman here is the link.. He is brilliant and funny..Although it is comedy show, it will give you real prospective of last 100 years of middle east... http://video.google.com/videoplay?docid=-5267640865741878159&q=history+of+oil&total=837&start=0&num=10&so=0&type=search&plindex=0 enjoye p.s. it offers explanation why we are there...

Some CBOT produsct are free.. like TradeStation Symbol Full-Sized Dow Futures DJ Mini-Sized Dow Futures YM Mini-Sized NY Gold YG Mini-Sized NY Silver YI spacerMini-Sized Corn YC.P Mini-Sized Soybeans YK.P Mini-Sized Wheat YW.P Anything else from CBOT you have to pay 50... the above link posted in previous message gives all data fees...

after 10 RT platform is free... the only charge is data fees

Low volume will impact RT trading ( slippage), but as far as strategy testing, there is no impact. Range should be considered as relative range. I usually "normalize" the range results by dividing range with value of the contract. For daytrading, I would use range as metric, not ATR. ATR is important only if you are holding overnight. In 2002 the peak range was in July ( ~16) and contract traded at ~400. This year peak range was 24, but contract is trading at 800 level, so the range actually has contracted. For testing strategy, you need as many different market condition as possible.. Proper testing , optimization and walk forward testing ( the only real testing) is pretty complex process. If you have access to TS forum, there is tone of stuff on that subject.

correct... while the absolute values of the continuous contract may not match old contracts ( due to shifting up of all old contract values at rollover, when spliced to new contract), the difference between entry and exit ( P/L) should be the same.

Keep in mind that TS continuous contract is "back adjusted" or spliced to the old contract. However, it should match to a tick the current contract. If you discovered any discrepancy, that is because of the rollover and local cache issue. Sometimes it is corrected on the next login, and sometimes you have to force it. The easiest is to load @Es.d in the chart and then press "CTRL - R" . It should reload the new copy of the data, which should match current contract. Based on your posts, your continuous contract did NOT roll over and it is (still) matching the September contract prices. For backtesting results, it is ok to use continuous contract. Most of the people complain that old contract, which is spliced into continuous contract is actually shifted in prices, so there is no gap between current and expired contract at rollover time.

Can you expand on the comment from the other "mechanical strat.." thread.. "I realize now that Tradestation continuous contract information is faulty." ?

Here is the .eld from the thread you posted... The key idea behind Chandelier exit is to "hang" the exit from the HIGH of the bar. Trailing stop is usually set to ATR multiple ( 3x). Try second .eld, it has code for several Chuck's exits, including Chandelier exit credit to "goose", who coded it.20040409001416ATRRATCHET.ELD 20041117211145041117 LEBEAU STOPS 8D.ELD

Was Abe expected to last long? I don't know much about Japan's politics, but when he came to power, I was concern that he favored military buildup. It is interesting, at that time, my wife (Japanese) told me not to worry about Abe, because he is just temporary there, to fill the gap until election and will not last long. She is not too interested in politics, so that information must have been "known fact". Re world vision, there is one and it is not pretty... listen to this presentation and some of the recent changes in labor law, security, etc will be seen in the different light... Naomi Klein - The Shock Doctrine 6 part presentation..

I have found good presentation on stops by Chuck Lebeau. Some of the stops use ATR multiple.. hope it helps... If you use Tradestation, there is a open code for these stops available on forums Stops - Chuck LeBeau.pdf

nice, simple analysis. thanks

then she would have represented US in the world, if she can find it

DOM is ZeroLine.. here is the link http://www.zerolinetrader.com/index.htm For playing Flash files, if you want VCR like control, here is the simple player that you can download ( so you can replay part you missed, like DOM name ) http://www.eolsoft.com/freeware/flash_movie_player/

.. add to that computational error associated with new calculations and I would say ... nahh... this is good enough.. P.S. finally got your point. I would say that error is well withing the "noise" of the market.

I have a pic for you. Left side has 405 min bars with total volume showing at lower right corner in red (850,237). Second chart is 5 min with vwap modified to print Total_volume value at last bar( I used AtCommentrayBar( ) ). You can see it shows the same volume. re code comments: precondition at bar number n.. _______________________________________________________ "Price_Volume" has subtotal of all Price_i * Volume_i, where i is 1 - (n-1)... and "Total_Volume" has subtotal of all Volume_i, where i is 1 - (n-1)... __________________________________________________________ NOW the bar n happens and the code below is executed Volume_i = UpTicks+DownTicks;// volume for a bar "i" Price_Volume = Price_Volume + (AvgPrice * Volume_i);// SUM ( Price_Volume ) + AvgPrice * Volume_i Total_Volume = Total_Volume + Volume_i;// sum total volume if Total_Volume > 0 then vwap_value = Price_Volume / Total_Volume; I think code is correct.. How do u read ( understand)this code segment? I guess I am not sure if I understand your concern. Note: Just noticed that I used 2 forms of ES on the pic... ESU07.D is the same as @ES.D ( TS symbol for continuous contract)

HI Blowfish Quick reply... I will look at the code again after market close. Should be easy to print the volume out for testing... The way I read the code is: 1. Variable "Total_Volume" is set to zero at the beginning of the period ( standard TS code uses if date[0] <> date[1] then... 2. each bar you add bar volume to "Total_Volume" ( line 3 of the code I posted)

here is the code segment calculationg vwap.. Line 3 sums total volume, not just volume of the bar n ____________________ Volume_i = UpTicks+DownTicks;// volume for a bar "i" Price_Volume = Price_Volume + (AvgPrice * Volume_i);// SUM ( Price_Volume ) + AvgPrice * Volume_i Total_Volume = Total_Volume + Volume_i;// sum total volume if Total_Volume > 0 then vwap_value = Price_Volume / Total_Volume; _____________________________

BlowFish They all look similar and "close enough" to me ... Trading is not exact science anyway. Pick the simplest one, especially if you want to run the indicator on all 4 indeces ( hint CPU load).

The sentiment on accuracy was different, related to how to treat volume of the 2 min bar vs subtotal of the volume@price... but I commented then, that it is close enough as approximation and it doesn't matter. I tend to favour simplicity and speed over accuracy, especially if you wan to run multiple copies of MP on all indeces and few time frames... I totally agree with second part of your post... will the added accuracy change the net profit or not is the real question...

if you are not using tick charts, then the volume withing the bar is a composite volume and one does not know at what price it happened, so one way to deal with it is to average the volume over the price range of the bar.

torero, as far as I know, there is not central clearing house for forex, no common quote system. One is trading via broker, which provides, sw, quotes and liquidity for traders that participate with them. Setup is similar with "bucket shops" from the days of old ( Jesse Livermore). The only volume you could possibly see is the local shop volume. The system is setup as inter-banking system, and forex traders are small, very small fraction of the volume.

my bad... thought you guys are talking futures..

just wondering if you have tried using VOLUME based MP... TPOs dont work because it gives the same weight to low volume session ( like asian) based on time@price as it does to EU or US session. Note: I am not trading currencies, but was helping another trader doing research/testing