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  1. T

    Devising An Opening Gap Strategy for YM

    I worked on it for a little longer and here it is: {*** long entries ***} If time=1530 and c < c[1]-c/333 Then Begin buy this Bar at c; value1=c; value2=c[1]-c; End; {*** long exits ***} exitlong at value1+value2*0.66 limit; exitlong value1-value2*1.2 stop; if time=1720 then...
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    Minidow 5-minute data

    Does anyone have a year or more of 5-minute intraday data of the cbot minidow future? I could only find the last 6 months. Thank you.
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    "Stupid" system for ES

    I backtested it on my 5-minutes minidow data. I am on European Central Time so that "buying the close of 1555", which in turn means buying the open of 1600, really means 0955 am and 10 am EST: Inputs: x(6), y(4), z(12); {*** entries ***} If time=1555 and c < c[x] Then Begin buy this Bar...
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    Devising An Opening Gap Strategy for YM

    I am done working on this system, because if we raise the stoploss to: 5*gap, it gets 100% of the 24 trades right. (Thanks for your mentioning those theories, it finally set in). Mission accomplished - system curve fitted and 100% profitable. Basically, I'd have to test it on a longer data...
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    Devising An Opening Gap Strategy for YM

    If we could test on longer than six months of data, it would help. If anyone has any more 5-min data on the minidow, please let me know. Ewile, I tried all you mentioned (closing the gap, etc.), but on the small data set I have it doesn't work as well as what I have now. Here's the system...
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    Devising An Opening Gap Strategy for YM

    Inputs: tickloss(14), endtime(1550), z(80); {*** entries ***} If time=1530 and c > c[1] and c < average(c, z) Then Begin sell this Bar at c; value2=c; value3=c[1]; End; {*** exits ***} exitshort at value3 limit; exitshort value2+tickloss stop; if time>endtime then...
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    I can't code a simple system that works

    It's all very interesting, thanks to everyone. When Nitro says "sophisticated people", he must mean people who are at the same time experienced programmers and experienced traders. And I suppose these people are among the 5-10% known to make money consistently. However I don't have to worry...
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    I can't code a simple system that works

    One extra problem I have is that as soon as I get on tradestation and into the code I lose the perspective on the market and get lost into the code. Just like someone who wanted to say something in a foreign language but doesn't speak it well enough. I think I might be better off still...
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    Devising An Opening Gap Strategy for YM

    Sorry, I was talking at the close of the first bar, that is to say 5 minutes after the open. Yes, I am using ts 2000i. Yes, I am in Europe, 15.30 means 9.30 and 17.10 means 11.10. ---- For ewile, yes, I get all your points, but I didn't follow your exact settings only because I couldn't...
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    Devising An Opening Gap Strategy for YM

    Ok, I coded it as best as I could, in easylanguage on tradestation, and tested on half a year of 5-minute data. First of all, I have to say that shorts are much better than longs, so no point in trying the longs, whether in an uptrend or in a downtrend. The only problem is a big stoploss...
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    I can't code a simple system that works

    That's correct. I have already tried reversing systems, and they lose both ways.
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    I can't code a simple system that works

    I have been working on systems with tradestation for years already, but the things that work in my discretionary trading on the minidow and seem so simple are hard to code, or at least they never seem to work when coded (maybe not properly). The result is that if I am not in a good state of...
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    where are we going next week?

    Oh good, I found something on the Thrust Oscillator here. I had never heard about it. http://www.tradestation2000i.com/discussions/Topic.aspx?TOPIC_ID=13538 There is even the code to test it I think.
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    where are we going next week?

    I write what I think. I have that ability. What can you do besides quoting me and arguing with me. Keep on going. Loser. 2059...
  15. T

    where are we going next week?

    Yeah, speaking of confidence, look at yourself. Your time is so valuable, and yet you keep on wasting it replying to me. If you were so confident, you wouldn't feel the need to reply. Instead, your life consists of writing on EliteTrader, and it says a lot about what a loser you are.
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    where are we going next week?

    You need to use the smilies, right. Your command of the English language, but most of all your ideas, are not good enough to make a point. You're a pathetic loser. Go write some more posts, so you'll learn to express your sarcasm with words. Keep on writing, since your only pride in life is...
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    where are we going next week?

    Not at all. You just quote the stuff you like to quote. I wrote two posts and you decided to quote the shortest one. You're in bad faith. It bothers me to see superficial people like you showing off their culture on my thread. Pick another thread to show off your huge culture. I just...
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    where are we going next week?

    He keeps on posting and posting....like the Energizer...and doesn't bother to read all my posts on the very same thread he's writing on. Keep on going, with your one-line posts. 1000, 2000, 3000... like the rabbit.
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    where are we going next week?

    Read again. There's a lot more than the vix in my analysis of the market, and I didn't even write it all here. And I am glad I didn't, since you didn't even bother to read all I wrote. But I understand why - you're too busy writing to have any time left to read. Other than that, I am...
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    where are we going next week?

    Interesting and amusing, but I disagree. First of all it depends in which section of the forum the poll is posted. What time of the day, of the week and of the year. Each time different people will reply. Who could rule out that the few people who replied to my poll are the best traders...
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