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    "big size" proprietary futures trading firms

    cosmic what neural add ons do you use for tradestation (web link would be nice)? thanks
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    Jokes

    Saddam Hussein's first words to US troops: "Did I beat David Blaine?" :D
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    Rental prices lead housing prices?

    I don't have first hand experience of the US market but here in the UK ( this housing bubble IS global :) ) there has predominately been rampant entry into the buy-to-let market (rental) in the last year or two. Coupled with a multi year low in the number of first time buyers who now rent...
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    Tradestation 7 Automation DLL Wanted

    Hi As an automated system trader I am getting tired of waiting for Tradestation to add the facility for your easylanguage code to find out if a limit order is not actually filled and take appropriate action. They already have a command "getpositionquantity" which will retrieve this info I...
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    Tradestation Lowers Commissions!

    On the whole slippage is zero or the spread on market orders. However I do sometimes use the limit to market order feature (after x seconds) and what you realize is that the globex book is very deep. I.e. don't expect to be anywhere near the front of the queue when trying to get a good price...
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    Tradestation Lowers Commissions!

    Most of the time OK. But sometimes strategy orders (on the eminis) somehow do not get sent to market. I have sent all this info to them when it has happened but not received a satisfactory answer as yet. So it is fine if you are around (audible warnings can tell you if it should be...
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    Multiple Commodity Strategy

    Michael I haven't tried these but perhaps, if you are daytrading, Hong Kong or Nikkei futures traded AT their home exchanges traded overnight (only to us). You might say Europe, but the problem is that it overlaps the US morning, so they just trade together most of the time. Logically if...
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    Multiple Commodity Strategy

    Michael Take a leaf out of my book. I used to think, lovely, trend follow the commodities over a long term time frame (weeks to months). Which is fine except for the following: 1. Pits screw you. I used to wait sometimes hours for a fill. Anything NY is particularly bad for this. And if...
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    Looking for a mechanical trading system

    Thanks Gann, Just comparing notes. My system is tested on all liquid futures back to 1990. S&P back to 1983. Intraday only down to 1 minute. No overnight risk. With money management I get a return of 50% plus. However my max dd will be something like 10-25% if past history is a...
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    Looking for a mechanical trading system

    And your return per year?
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    Looking for a mechanical trading system

    Hey Gann, Your systems - do you consistently get a PF of over 2 since 1987 on a daytrade only basis (no overnights whatsoever)? What % return a year are you averaging in the backtest and what is the max DD? Thanks Funster
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    tradestation compensation?

    Just out of interest has anyone successfully got money out of Tradestation because a genuine fault in their service (specifically the automation side) has cost you money? I would be grateful if anyone with any experience could post or PM me. Thanks Funster.
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    Easy Language question -position sizing

    now you've entered a complicated world! you have a catch 22 right? if you vary your contracts the equity curve you get is not the one you want to measure as a control. Well the answer is a "pseudo" system. this can be put in the same code or called as a separate function. I prefer the...
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    Fed up with Tradestation

    tomwade http://www.traders-soft.com/ts/ods/index.htm vanilla, Just use a global variable like pushpop. I use one similar. This is the thing with ts (2000i anyway). Because it is a standard, if it won't do something there is an addon program somewhere that will make it do it. Hell...
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    Fed up with Tradestation

    Just a couple of bits of info I have gleaned that people might find useful. 1. You CAN create systems based on 1 tick data in Tradestation. I have done this on TS2000i and also TS6. You just can't access other datastreams at the same time unless you have a global variable DLL. 2. the...
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    Splitiing Ts2000i windows

    just do what you do with any windows app on multi monitors - resize the whole ts2000i window across them both and position it so the charts are to your satisfaction.
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    TS backtesting issue

    You can do tick by tick data backtesting on TS. I have definetly tried this on ts2000i and also ts6. However when you are getting down to this level you really have to beware that speed really becomes an issue. i.e if your system relies on getting the absolute next tick or hitting the...
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    Tradestation ES data

    I've been making a list from what I have read at ET: IB API, of course. Neovest Flextrade (institutional) Echo Predator I think the new Mytrack service might have something as they used to have an API. The bummer, of course, is that easylanguage is, well, easy. And programming...
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    Tradestation ES data

    bobcathy its working for me right now. try restarting it.
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    Tradestation ES data

    vanilla nice insane laugh !!! today was my first day of system automation. thankfully a minor bug in my code mean't I did not take my first signal for the day. I would not have been able to get out correctly what with the tradestation network crashing and the hussein sons slain. at...
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