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    Always trading systems in their worst drawdown

    I haven't seen you or Alphie posting as often as of late - I was kind of wondering where you went off to? Anyway, just thought I'd ask how things are going? Making any progress? Cheers
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    TS7 OCO?

    I haven't had my turn to download TS7 yet, so instead of waiting, I thought I'd ask those who already have it whether you can implement OCO ( fill order and cancel other) orders without resorting to automation? I saw that TS7 has (finally!) included GTC orders and Good to Date orders. I'm...
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    Tradestation question

    I'm not sure what you are refering to, but what if you used conditions? for example: condition1 = close[3] > highest(high,10)[3]; condition2 = close > close[1]; if condition1 and condition2 then buy this bar at close; This way you access past bars and if your various conditions aren't...
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    Tradestation question

    Format strategies and select inputs. Choose the input you want to optimize then click optimize. Good luck
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    brain fart

    Counts B/E trades as winners - which can skew results. They should be considered losing trades since slippage and commissions are an unfortunate reality.
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    This may be a dumb question, but...

    the person from whom you borrowed the stock loses their voting privileges. Ordinarily this wouldn't be a problem because most people don't vote on their 100 shares of XYZ. However, if this is in fact the case then I think it's a BIG problem because 99% of the time the person doing the lending...
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    AVERAGE TRUE RANGE TRAIL STOP ON Tradestation?

    This is a copy of the canned TS6 long exit trailing stop. Hopefully it'll get you started: { LX trailing stop based on ATR, activates immediately after entry; profit floor not required because stop starts out loose; entry-bar protection included. NOTE: This is not a strict trailing...
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    AVERAGE TRUE RANGE TRAIL STOP ON Tradestation?

    Doesn't TS6 have an ATR based trailing stop code as part of the canned programs? I think it might have a minimum range that the security needs to travel before the stop kicks in, but you can probably adjust or eliminate this.
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    TradeStation 7 Released & New Lower Commissions

    In the description of Radar Screen Janette mentions multi threading. Does anyone know if the main TS7 software is multi threaded? I'm shopping for a new computer and this would make a difference in my purchase.
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    TradeStation 7 Released & New Lower Commissions

    Does anyone else think that $100 for basic service plus $70 for radarstation plus $10 for level2 plus $10 for emini data plus, plus... adds up to a bit much? Although TS is a somewhat unique product, what do other high end retail packages cost in comparison? $70 a month for a service that can...
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    Bad Perfomance Trading System.

    that insulting Wapper2. Wapper2, let's see how well you post in this guy's native language - doubt you'd do much better. Swingwaver, could you be more specific about what kind of money management you'd like to implement? Also, what time frame are you working in, and on what securities?
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    Bad Perfomance Trading System.

    I took a glance at it on a few stocks over the past 500 daily bars - it looks alright. The absolute numbers are really ok on some stocks - ie SEE , GM. Personally I couldn't stomach the drawdowns, but that's a question of personal preference, right. I don't see what your problem with this...
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    gay...

    I got 13%. And while I don't think of myself as being the least bit homophobic, I have to admit that climb to 100% freaked me out.
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    What is multi-threading?

    I've been thinking about a new computer to help with the demands that TS puts on my current box. I was thinking of going with a dual cpu. Does TS support multi-threading? Anyone?
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    (BD) Le'Ferve; Reminiscences

    On the last page Lefevre writes: "There is no asphalt boulevard to success in Wall Street or anywhere else. Why additionally block traffic." To me, this is a pretty negative quote. It begs the question, what time in Livermore's life did Lefevre interview him? While we might argue about the...
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    Book Discussions

    At the moment I'm reading through Nassim Taleb's "Fooled by Randomness," and it occured to me that we seldom talk about books beyond platitudes and abrupt opinions (good, bad, indifferent). I'm wondering if people would be interested in dicussing in more depth the books that we buy. The reality...
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    Canadian Traders

    Basically ditto what the last poster wrote. It is a lot easier to stay solvent when your break-even / small loss trades don't cost you a small fortune in commissions. Re: the TSE, I never traded it much, but I'm sure once you go NYSE (another specialist type system) you'll be reluctant to go...
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    Chimp Charts and TradeStation

    When I wrote that "Chimp Charts" code I did so without any real understanding of the technique. I was just wondering if it was close to what Cathy was doing? If I recall correctly, that code had no positive expectancy on most etf's and equities. If you want the Chimp Charts EL, I suggest you...
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    A Moral Dilemma

    24 is coming to Tokyo in a few weeks. You spoiled the ending....
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    Has anyone used this?

    Here are the results for the overall market over the past couple of years: 1996: Dow30 = 26% , S&P500 = 20% 1997 : Dow30 = 22%, S&P500 = 31% 1998: Dow30 = 16%, S&P500 = 27% 1999: Dow30 = 25%, S&P500 = 20% 2000: Dow30 = -6%, S&P500 = -10% 2001: Dow30 = -8%, S&P500 = -13%
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