Recent content by tradesystem

I think it is correct that if you double leverage then drawdowns are doubled. But as mentioned above drawdowns are longer when you are using more leverage compared to when you are not. At higher degrees of leverage it can take MUCH longer to get out of a drawdown assuming the same rate of...

You said in your original post that you want to be able to backtest against "all equities" do you mean all at one time or just a smaller list? If you really do mean all then that is a VERY big limitation. I do my backtesting on all US equities and there are not many platforms that support it...

I have had several connection issues. Servers unavailable, no response, empty response, etc. This is when requesting historical data during non market hours (and some times very late at night). Also, data does not match with other providers, including web quotes directly from the exchanges...

I have a number of systems that are automated through IB. I am currently using their intraday data and have not really had problems with it. Most of my backtesting has been done with daily data from TC2000. The rules for my systems are very simple (so far) so I don't really need tick data or...

Amen to that! Listen to and read what others say but don't put any money on it until you can prove there is an edge. This has been my most important trading lesson. I think too many things are said without enough supporting information. This strategy might have some merit but only with some...

None of my systems actually use TradeStation Strategies. Those seem to be intended for chart windows where you have a window for each symbol you are watching. I watch hundreds of symbols a day. I implemented all my systems as indicators and they run in Radar Screens. I have to manually keep...

Thats a new one I have not seen before. It looks like it is just really for the FIX interface. What product do you use for backtesting and automated trade execution?

It looks like there are several different open source Java solutions to support auto trading. Here is a post that covers many of them: http://www.elitetrader.com/vb/showthread.php?s=&threadid=85659 My question is: is anybody actually using any of these tools? Some of them have recent...

Are you using the data from Interactive Brokers through TWS. If so how many quotes do you normally use and how good is it? I have systems that I need to get a large number of quotes for and I am wondering if I can do it with the data from IB. I am thinking about writing a Java application...

It sounds like my needs might be rather simplistic compared to some of the other traders here. I like the free Options Simulator from OIC. The Strategy Explorer is also good for learning about different spread trades. It seems like this has all the basic strategies that some of the options...

I have 5 different systems that I run completely automated in TradeStation. I often leave it unattended during the day. I have had a small amount of lost profit due to issues but it has not been that bad. I am considering writing my own system (or perhaps using an open source solution) and...