Recent content by stevensrk

Thanks EMinTrader!

EminTrader, I have a few questions: 1. What is your average slippage on the buy? For example, suppose a stock opens at $10.00, and you have a 2.00% L5. Your buy stop would be $10.20. Looking across all of your buys, what is the average difference (slippage) for your actual fills from the...

I wrote a program to backtest this system using 1 minute bars. I only had data for about two weeks from 4/30/09 through 5/15/09. Depending on the commissions and slippage I used, the system produced from break-even to 1% gain through that period of time. I suspect that actual trading might...

You will need WinZip (www.winzip.com, or equivalent) to open the file. You will also need Amibroker (www.amibroker.com). The scripts are text files that can be pasted into the AmiBroker Formula Editor.

Thanks very much mischief! You are very generous. I will keep you posted with my progress. Just one other question at this point: You posted nice profits in the period 12/1/06 - 2/15/07. Are you still trading with this? Is it still positive at some level? Thanks.

Hi Mischief, I am trying to set up automatic trading. I installed Amibroker and used a script you posted earlier, but the script does not have the IB controller code in it. e.g., ibc = GetTradingInterface("IB");, etc... Could you please post your current script or send it to me in a PM...