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If you want to buy the second the crossover occurs, you need to calculate at what price the crossover will occur, then put in an order ahead of time. This is much more accurate than trying to use Tradestations intrabar order generation

I am still a Tradestation user, but I am in the process of moving my strategies to a different language. Tradestation isn't capable of doing what I need to do. I use efloortrader for execution. I cannot comment on how to connect Tradestation to IB, as I have never used IB's software. I'm sure...

If you are willing to pay for that than it isn't that difficult. Creating an algorithm that will avoid the extra cost is what would be difficult.... but still not impossible.

Depends on the execution software I guess. The software I use, I just insert some code in my strategy code and let her rip. They also offer a way of automating TradeStation strategies without any extra coding, but it only uses market orders. If you need other order types, there is some coding...

You can't just place buy orders at one firm and sell orders at another, because after 1 year, your position at 1 firm will be +1,000, while it is -999 at the other firm. That will require alot of margin to be +1! I guess you could just adjust the 2 accounts at the end of the day, but then you...

Depends on the software you are using to execute. I would say it will most likely require extra code to automate it properly.

Easier said than done when using an automated system. I am not aware of any software that will automatically execute orders, and give you the option of which clearing firm to execute the orders through. Even if the software was available, you run into the problem of which orders you are going to...

That is a whole other issue. I was responding to how he can protect himself from a programmer. You NEED a clearing firm, therefore you are always at risk of them exploiting your edge. I have a proprietary method I use to "confuse" my clearing firm. However, it is usually very difficult for...

I've always signed an NDA with people I've programmed systems for.

He did have a good point though, whether you oppose it or not!

sounds like you would need a database to store all of your trades. The rest should be pretty easy.

You can probably accomplish what you want in TradeStation.

I used the code as is. No stops, holds overnight until profit target is hit. I didn't even test it with a stop because I can see what the outcome is gonna be.

You hit the nail on the head. I looked at this strategy in TradeStation. It does have about a 75% win rate, but avg winning trade==1/3 avg losing trade! Positive expectancy... but not very positive.

I'll be flying on Hooters Air at that point :D

This guy has the right idea. I wouldn't touch friend or family money!

[B] When buying use the first ask price+1 tick slippage on liquid markets. Opposite for selling. You may want to increase the number of ticks slippage in less liquid markets.

insert the following..... breakpoint("name"); in your code when you want to see the values of the array.

They sound like pussies to me. Running and hiding behind innocent civilians to try and make Israel look like the bad guy. Israel is protecting their civilians, not hiding behind them and allowing them to be the only victims. If they were brave enough to come out and fight, this shit would be...

They never did attract much volume. I followed most of the products since they started, and liquidity was always thin. Now it's almost non existant.