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I ran an optimization and chose the highest profit with lowest drawdown, beware of curve fitting. for the hhv it was 1.0065 for the llv it was.9965, tried hard stops and they made it worse which usually seems to be the case. this is a 5min test, I also cut out the afternoon and it did work...

Runningbear, Which piece of code are we talking about, The original in the first message, the modified close out at end of day in the first message or the other one we discussed with llv * .995 instead of 1.005 ???? wdbaker

Thanks but definitely not the amibroker expert. re: 1. If you mean automated hands off trading, no, if you mean program a strategy and have it tell you real time when to take the trade, yes. re: 2. I think I just read something about them preparing for IB but can't find it. If I remember...

Sorry, I don't use tradestation, maybe someone else can help you with that, haven't had time to learn the EL. wdbaker

larrybf, The way it was originally posted on the activetrader.com site and in the magazine it was always in the market, signal to sell was signal to short, signal to cover short is signal to buy. I recoded it for myself to always take me out at end of day. It could flip from buy to short...

Test were done on hourly bars slippage & commissions of $30/rt were included.

Wally, You might try and sign up for the free package at quote.com, I see that you can lose access if you don't log on at least once every 14 days, maybe that is why I can't access the export data anymore, just a thought. EDIT: After taking a second look I see that they added the...

Wally, I see what you mean, well I used it about 2 months ago, but they must have changed the program. Before I had signed up for a free membership and it was available but not any more. Hate it when that happens. The other place that I got futures data in the past was at...

wally, Yes, go to quote.com and use this symbol CME:es02Z, then next to that click the down arrow and choose live charts, then "go". This will take you to a new screen with a chart of es, you will see a button that says "chart", click it and then go to the menu item that says "export chart"...

HoustonTrader, As far as I know you can upload any kind of data as long as it is in an acceptable format, like text or csv, it uses some other formats also but am not familiar with them, as to where you can find free commodities data, I don't know but sure there must be some around. wdbaker

Great, did I say anywhere that I don't know how to trade Doogie?? Put down the crack pipe and get off your mothers computer. Thanks for your input :D wdbaker

Thanks Corallus, This is exactly the type of insightful information that I was looking for. :) :) Any other Ideas would be gratefully appreciated wdbaker

wally, Yes, go to live charts and use this symbol CME:es02Z then you click on "chart" and then "export chart" wdbaker

Amibroker is the way to go, and in comparing the amibroker language with trade station, the amibroker is so much easier that it isn't even funny, go amibroker and you won't be sorry, plus only a one time fee of I think now $99.00. You can down load end of day data for free and limited intraday...

All, I have opened an account with IB and Esignal, I have looked them over and feel overwhelmed. Do I need something like the autotrader or bracket trader applications or maybe one of those Aphexcoil things to keep me from screwing up to bad until I understand everything, what is the best and...

Walter, Here are the rules: Enter long C>(Ref(HHV(H,1),-1)*(1.005)) Close long C<(Ref(LLV(L,1),-1)*(1.005)) Enter short C<(Ref(LLV(L,1),-1)*(1.005)) Close short C>(Ref(HHV(H,1),-1)*(1.005)) interpretation of the first line: Enter Long if the close of the current bar is greater than the...

Bob111, Coming soon to a forum near you, just got IB account set up, wired the money late friday, got e-sig downloaded today, probably sometime around the first of the month will go live. I know you don't think that I went out and learned code and worked on systems just to get brain damaged...

opmtrader brings up a valid point, shouldn't the LLV be multiplied by .995 instead of 1.005, thereby creating a buffer above the hhv and below the LLV. So the code would look like this then: Filter=TimeNum()>093400 AND TimeNum()<=155500; PositionSize=2500; Buy=Filter AND...

Here are the results without my end of day restrictions These were all done on about 8 months of 1 min data for the es Scroll way down to see results: <HEAD> <TITLE>AmiBroker System Test Report</TITLE><STYLE> <!-- BODY { font-family:"Tahoma,Arial,Helvetica,Sans Serif"; font-size:8pt; }...

Here is the hourly bar results, all trades are 1 contract @2500 margin, $5000 in the account to start. When it talks about B&H it is comparing to Buy and Hold Strategy of the same. Scroll way down to see results <HEAD> <TITLE>AmiBroker System Test Report</TITLE><STYLE> <!-- BODY {...