Recent content by ETLURKER

DKM: ATS for this methodology here: http://www.elitetrader.com/vb/showthread.php?s=&threadid=147441&perpage=6&pagenumber=1 ATS = programmatic MADA according to binary gate logic with no uncertain conditions.

http://www.elitetrader.com/vb/showthread.php?s=&postid=826169#post826169

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Here is a performance graph of using a Rate of Change indicator as programmed in easy language for Tradestation as a beginner model for an "always in" ATS for the mini S&P 500 futures contract. It easily outperforms other ATS models currently under development in this section of EliteTrader...

In an attempt to be helpful, I am offering the following suggestions to upgrade the cash cow ATS. 1). incorporate a rate of change ("ROC") indicator for signal suppression. 2). use absolute values of ROC for signal suppression 3). use the first derivative of ROC for signal suppression 4)...

Only 2 trades today.

another ok day.

Here is my version of cash cow for today. Not bad...........

automated channels and annotations here: http://www.elitetrader.com/vb/showthread.php?s=&postid=756183#post756183 http://www.elitetrader.com/vb/attachment.php?s=&postid=756202

SCT is programmable. http://www.elitetrader.com/vb/attachment.php?s=&postid=576715 http://www.elitetrader.com/vb/attachment.php?s=&postid=576831

What language are using with the API ?

For a quick and dirty look at inflection points you can also peek at the uptick/downtick on the dow 30 stocks,i.e., the cash YM. If your quote screen allows you to set a color field (background,text, or foreground) based on uptick/downtick then you can get a good feel for turning points by...

The first you need to do is find the IB TWS control and drop it onto the form. see this post: http://www.elitetrader.com/vb/showthread.php?s=&postid=826169#post826169

Interestingly enough, part of backtesting I do segregates the trades by time of day they occurred. The "old wives" tales about the best times of day to trade seem to coincide with some of the results. So, a very simple signal for "chop" is time of day. For example, over lunch time EST the market...