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Is there a way to modify one side of an OCA order without having to cancel the other side and resubmitting another OCA group entirely?

Many things I test seem to work well in other years but not so well in these two years. Is it my testing or were those two years unusual?

here's the short only model with $500 slippage per round turn trading 1 contract. added $200 just to give it more cushion.

oh yeah, doh! i was thinking of tradestation's "max drawdown" field which actually means something else. have you used tradestation before? how does wealthlab compare? i think 40 decided nobody can help him.

hedgeking i hope you are doing okay.

bolter, i'm not sure if i understand what the max drawdown numbers in your report is saying. why is the combined max drawdown ($-38,486) lower than the max drawdown from the individual sides ($-56,475)? is your profit factor and win rate stable year to year?

yeah the number of trades is too low, bummer. this is a typical problem for me. increase trades and the profit factor goes down. increase the profit factor and the number of trades go down. i went after a short only model because i figured since it has been such a bull market, finding a...

here's another short only model. it uses 30 minute bars but does hold overnight. it also trades year round.

here's the short only model. not a big difference from 40's. this particular model may be overly optimized, but i tried a bunch of different things yesterday and the short trades seemed to work better. someone else testing a whole other set of methods may find the opposite. for the day of...

it also looks like short trades work better. here's a short only system that only trades during the June-Aug and Dec-Feb. the profit factor is well above 2. the same system on the long side only produces a PF of 1.04.

here's the same system using tuesdays.

well, for what it's worth, here are a few things i found that may be of interest. it looks like tuesdays and thursdays have significance. thursdays are best. tuesdays are worst. here's a simple system using thursdays as the focal point.

weekly and monthly natural gas data http://www.eia.doe.gov/oil_gas/natural_gas/info_glance/natural_gas.html

gosh is my data faulty or is this the NG market? i see a bunch of gaps in my 10 minute chart.

if i understand you, a vendor will only further aggregate the tick volume, so the tick volume will only further decreas, not increase. This would suggest that the vendor showing the higher volume is closer to the CME tick volume?

okay, i just read about cme's new tick aggregation. the number of ticks are reduced. wouldn't this affect all vendors? why would one vendor have different data than the other? what is the vendor doing on top of the cme aggregation? edit: lol we posted a few seconds apart. if the cme is...

can you explain cme tick aggregation and what vendors do in more detail? there is a consistent ~16% difference for each intraday bar. The percent difference is around this number for other days as well. One of these vendors is eSignal.

I have compared the intraday tick volume data between two vendors. There seems to be a ~16% difference in every bar. Does anyone know why? I think it may be one vendor including something while the other vendor is not. Contract: ES Date: 6/29/06 Time Vendor1 Vendor2 1000...

Is there a market on close order type for Eurex Dax? If yes, what price do you get? In eSignal, if you plot a daily chart, the close price of the day is different than the final close price in an intraday chart. I think this is beacuse the daily chart uses the daily settlement price as...

Protrader, thanks for helping me, but i don't see how the code can handle situations when a position is closed and reversed at the same time. in these situations, the if marketposition=0... condition will be false, so TS will not generate an entry signal.