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The underlying is a stock, so I really did mean "1 cent" ...

Nope, it's an extremely primitive counter-trend system -- price drops, you buy; price goes up, you sell. Entry & exit efficiencies are all over the map, as you'd expect, but results seem very robust no matter how I mess around with the parameters.

Whoops -- correction; gave figures from the wrong version of the system. Offsetting the limit price by 1 cent reduces the number of trades by 3.5%, not 1%; and offseting the limit price by 5 cents reduces the number of trades by 20%. Equity curves still look solid though.

I'm familiar w/ some of the backtesting limitations of TS w/ limit orders & have tried to get around them w/ the following adjustment to my code: Buy next bar at BuyPrice - N points limit ; SellShort next bar at SellPrice + N points limit ; With N set to 1, I lose < 1% of the trades. The...

I have a non-optimized system in TradeStation that generated a smooth equity curve right off the bat. The core trading logic is very simple: If ConditionX then begin Buynext bar at BuyPrice limit ; SellShort next bar at SellPrice limit ; End; Based on the following characteristics...

Thanks for the suggestions. I already have an older CD; the upgrade would cost $150 unfortunately. I live in a rural area, so the public library idea is a bit of a long shot.

I'm missing a few back issues, specifically: August & December 1999 January 2000 October 2000 thru January 2001 September 2001, and February & March 2004 Thanks.

Thanks, fader -- I hadn't thought of using volatility-based channels. I'll give it a try. Thanks again for the response, NihabaAshi. I did misunderstand what you were getting at. But I think we just have different approaches. No use getting into the whole discretionary/ mechanical debate...

Thanks -- I hadn't thought of using candlesticks. I don't think they would work reliably, however. Sometimes you get dojis at market extremes, not wide-ranging bars, & candlesticks wouldn't help me to quantify how sharp the turn was. I still don't see any reason why there shouldn't be a...

OK-- I've tried posting this over on the TradeStation forums, but they seem to be swamped w/ newbies these days, so I thought I'd give ET a bash. Every now & again I think it would be nice to have code that identifies V-tops & V-bottoms, especially something that quantifies how extreme the...

True, but RadarScreen is not primarily designed for scanning 1,000s of stocks & it costs $70/ mo. A better option might be TC2000, or something similar ...

Yup, that'll do it, but for a fee. So the search continues ...

Anyone know of any websites that allow you to do this? Most of the sites I'm familiar w/ let you screen/ search by beta, but I'm looking for historical volatility (as used in options calculators.) Thanks.

I've heard that TrackData (800-275-5544) has historical options data, but I haven't verified this. Also, OptionVue's software has historical data, but the software is very expensive & I'm not sure how easy it would be to export the data (assuming you wanted to go beyond OptionVue's own...