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thanks wayne. have you used both Wealthlab and Tradestation? i've only used Tradestation but i'm thinking of switching over. one thing about Tradestation i don't like is the execute on next bar quirk. does Wealthlab have this quirk?

thanks wayne. is this the only page that gives system stats? is there something that gives maximum adverse excursion, efficiency, etc.?

Does the Wealthlab performance reports break down trade efficiency between winning and losing trades? Tradestation only gives you efficiency numbers for all trades. Can someone who uses Wealthlab post a complete set of performance reports so I can compare it with Tradestation? Thanks.

i presumed that you were unhappy with "on error resume next " because you wanted to fix the error instead of just cosmetically hiding it. the iserror + if statement formula you posted is also just cosmetically hiding it. this should be fine unless there are so many errors that it's slowing...

okay, fixed the problem.:D if anyone else has the same problem, this is what you need to do. the alerts11.mdb file is corrupt. don't try to use the repair feature in Microsoft Access to repair it. it won't work. just instaill Tradestation all over again on another computer. then...

There is something wrong with my Tradestation 2000i. I noticed that I wasn't getting the alert boxes anymore, so I tried to open tracking center. When I do so, I get these error messages: ORGTCCServer: Unrecognized database format 'C:\Program Files\Omega Research\MyWork\Alerts11.mdb'...

the iserror formula you posted is doing the same thing as "on error resume next" in vba.

seems to me you are only considering 1 sequence of trades here. if you do a monte-carlo analysis of many sequences of trades, then the drag is not there. the compunding effect of consecutive winners negates the drag.

bump!

Can someone explain to me exactly what this number means with a numerical example? I read the help files and understand intuitively what it means, but not sure which numbers Tradestation uses. Can you show the calculations behind an entry efficiency of .5? How about exit efficiency and...

seems to me this this the benefit and tradeoff. increasing size after a loss gets you back from drawdowns quicker, but it means you will have larger and more frequent drawdowns.

maybe the data is coming to you as string type and you need to put it in a string variable first, then convert the string variable into a double

depends on the volatility of the market you're trading. if volatility is such that it regularly zigs and zags 300 pips on 1000 point moves, then it may not be acceptable. but i don't know how to measure this relationship. do you have any good ideas?

trend followers jumping in again because of dow 11900?

you mean one full day would be 1530 monday to 1515 tuesday? so the open of the day is actually at 1530? why isn't there anything wrong with this? what do you use for weekends?

if you guys use 27/7 charts then what do you use for open/close time for a daily chart?

do you guys use tradestation? how do you set the time period from 1530 to 1515 which is the full trading hours of ES? if i try to use that time period it says "error - cannot be longer than 24 hours"

why do you guys use the overnight ES chart for your indicators? overnight ES is following foreign markets, correct? my charts are from 930 to 415 and i don't see the sharp W on the 15 min chart today using that time frame.

"Counselor, I absolutely did not go into relapse. I just got bored today and wanted to blow off some steam." don't worry your secret is safe with me. :D

oh you mean the long grail. i guess the short grail is a sharp m then?