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looks like the only one who succeed untill now whas Knocks420, but his example (page 30) shows to many trades, a total of 11000 in 3 years which makes an average of 10-11 positions a tradingday so he cant follow the "exact" rules posted here or he is refering to hourly bars data instead of...

at fxstreet you could get a free html script for their calender http://www.fxstreet.com/fundamental/economic-calendar/ could this be helpfull http://www.fxstreet.com/syndicate/calendar/

what about TradeSignal5 http://www.tradesignal.com/Default.aspx i am a user of this software, it is very populair in germany this way you still could use easy language skripting but would be limited to IB as your broker

playboy penthouse and donald duck once in a while keeps me motivated during the day

http://futuresource.quote.com/ ?

havent read the list yet but i have seen this on dutch tv channel, our queen (netherlands) was also involved with a estimated 100 million eur and i am sure she wasn't his biggest investor

@OzMega LOL:cool:

if you need long futures (continuous) history free available here http://pitrading.com/free_market_data.htm how do you calculate commissions/spreads/slippage for ES ? in my testing i have used 5$ commission rt 1 tick spread 1 tick slippage x 2 = 4 tick rt makes 55usd RT / contract...

This question i also would like to see answered as i am in the same position, new to future's; doubting about what to use for testing. only thing i can help you with is... ( you will find more information at CME's website about the specifications ) 1 ES point = 4 ticks 1 tick = 12.5 usd...

yes use longer history, try to get 2000 trades/underlying; as you mencioned by yourself market behaviour has changed lately optimize anyway you want, if your done optimizing play litle with the parameters; your system should remain stable during this time and may not show to much...

@ASusilovic you are trading the performance index right, may i ask you who your broker is, where do you trade index options ? ( i am only able to trade the dax future )

i have heard about this isue being dangerous and leading to unrealistic results if using in realtime trading, though it can be used for backtesting, but this only is valid for the THIS bar at price orders not the NEXT bar at price orders i am using btw this is tradesignal not tradestation...

the basic rules allready give a profitable signal by just buying last bars high and selling last bars low from 9am till 5pm, ow have to find a way to maybe reduce the avg trades/session and the drawdown if barcounter > maxitems(N_High,N_Low) and time >= Start_T and time < End_T then...

this is what ive get after includig commision, i think the basic is ok although it does indeed have his drawdowns.roughtrader has explained he uses a different entry, does this reply to only the first entry of the session or to all? i have finally succeed integrating the 4-step tp but...

@nonlinear5 check your code again, if you wrote the skript as roughtrader has explained it should be profitable maybe try a different underlying below doesnt incl tp's just plain buy at h sell at l a simple stopandreverse untill endtime (5pm) still working on it

@RoughTrader i have codet this strategy in easy language and performance is indeed loking promising, but i am not able to let the skript know that after the the takeprofit it should remain flat untill next trading-session, i am getting 2 orders at the same bar; the takeprofit and...

every software which produces signals has the ability to backtest, you write a script, thats is the code for your strategy in your tradingsoftware, for example 2ma crosses 5ma ( just a simple example ) and test it back lets say 5-6 years in those 5-6 years, lets say in those years your...

im sorry for what happend to you but if you are losing $2,400 on a $23,000 account thanks to one single trade you are betting to high. 1-2% of NAV is common; sounds like you are playing a "all or nothing"game

don't you think 85 positions in 5 year what makes about 17 positions a year is a bit less to make a robust analyze abouth your system ? i guess the system is eod ? 5 years is ok for intraday but i would like to see at least 200-300 trades on my backtest; eod I would prefer 10-15 years of data