Recent content by Chabah

Here's an update on the last 7 weeks or so. I have kept the same IN/OUT criteria based on a simple daily moving average. I don't stress if something moves into close position for just a day or so - I really only evaluate trades once a week, unless something pops or drops. So far I haven't...

I appreciate the post - good to get back to a little theory after I have been crunching numbers - without the benefit of a server! I have been busy reinventing the wheel, trying to figure out which options fit my strategies the best. I've cooked up a little spreadsheet, but this can't last so...

Let's apply one of our principles to a actual strategy. Start with a simple strategy, based on the 50 day moving average. Take the difference between the stock price and the MA, and divide by the MA to get a % difference. When the stock is within 1% of the MA, we stay flat or hold whatever...

The architecture that was originally planned is quite a bit different that what I'm currently using. The original plan was to use TradeStation, because of all the custom coding opportunities. If you look back a few pages at the user stories it will be clear that a lot of the features I...

Finally, account funding. Starting small with $20k through TD, not TradeStation. I have to say TD makes it very easy to fund an account and get started. So I will be manually trading my strategies while playing with the TD tools. Of course my strategies are very basic and not of much...

By the way, I am on continued vacation until about April 5th. Feel free to pose any questions between now and then. Once I get back it will be back into top gear as I get back into the market. Enjoy, Damien

Maxima, I'm not sold on your assertion that all technical analysis is based on normal distribution. Maybe I am subverting moving averages somehow, but I don't see any connection to normal distribution when viewing historical prices to determine an uptrend or downtrend. Further I think...

Oh Maxima, I missed one part of your point. Yes, sure, the TA tools are very common and everyone has tried them. I should specify, I believe in stock picking. I pick the stocks, which is why I don't mind sharing my tools with the world. The standard TA entry techniques don't work across the...

Maxima, Good point, and this is why I am managing my own retirement money - I certainly don't trust establishment funds and all that. As for using standard TA methods - I assume you are referring to the 50 MA I referenced several times - my thinking here is that you need some criteria for...

Please correct me if I am wrong, but I understand EasyLanguage to be an interpreted language. That being the case, instructions can never be executed as quickly as (efficiently written) compiled code (C/C++ or whatever). For any strategy that is trading faster than a few seconds this would...

Thanks for the completely irrelevant post. I'm not trading Forex or using other people's robots. Most of the system functions are coded now, and I don't want to go too much further before I can compile and test things in the actual platform. Access there is still another 10 days or so away...

PocketChange, My strategies aren't very dependent on the details you mentioned. I prefer strategies that trade infrequently - an ideal case would be catching a trending stock as it crosses the 50 day MA and then following it (adjusting stops) for a couple months (e.g. lots of stocks at the...

I'm doing some option analysis. I don't see a good way to automate option strategies yet, but perhaps something will coalesce after further analysis. My plan is to dedicate a small percentage of my portfolio, perhaps 5% or 10%, to high reward option strategies. On initial inspection AAPL out...

I found something I've been looking for - a way to verify that a strategy matches an actual position. This of course only works if the only trades being made are automated through the strategy - if you try to manually trade the same symbol this function will close out your position anytime you...

I first read about using ATR for position sizing in Mark Conway's book Professional Stock Trading. It's alright I guess, but I'm not personally that fond of range controls. I may remember this a little off, but basically instead of using Price - Exit, you use the range for the last X bars...