I have found that Charles Kirkpatrick's ratio of a closing price to a longer term moving average allows me to compare the strength of almost any symbol I put up. I have never wished I was in an asset where that ratio was less than, at least, 1.0
I am looking at the Interactive Brokers Time and Sales stream for the June emini S&P at 09:12:01 Chicago Time today 6/2/2011. I was long the emini and had a MIT sell at 1316.50. When the market traded at 1316.50 I was not filled. The IB representative explained to me that although there were...
Is anyone currently automating their strategies from Tradestation to Interactive Brokers? Is Tradebullet currently the best? Is there other order entry software that is better?
Is anyone currently automating their strategies from Tradestation to Interactive Brokers? Is Tradebullet currently the best? Is there other order entry software that is better?
Here is an initial attempt at coding. Entry breakout version is commented out. Alternate version of ATR is commented out
Code follows
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{Start Easylanguage Here}
{Data1: Intraday Bars Data2:Daily bars}
input:lookback(20),Rangepct(.5),StopPct(.25)...