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if (MarketPosition = 1) then . MAE = (LowestLow – EntryPrice)/EntryPrice else if (MarketPosition = -1) then . MAE = (EntryPrice - HighestHigh)/EntryPrice;

"which of the ones you mention here would be the FIRST one to read?" Read them in the order I gave. If you are new to programming or TS's EasyLanguage the 4th one is a good introduction.

"I am wondering if someone can't point me to a group or individual publicly known strategies so that I can see the kinds of structures of these strategies and use them as a foundation for building my own." Here's your homework. Don't start developing strategies until you've read them...

MustPlayOptions: Registered: Jun 2006 Posts: 27 1) What kind of capital are you using to get these returns? >$500K 2) How many positions at a time would be open? One position for each stock (two dozen) in the portfolio. For training and out of sample testing a constant...

kut2k2: “Slippage? Transaction fees? Buy-and-hold index?” Commission and slippage were included in the test. QQQQ, SPY and IWM were included in the portfolio and had the following performance. Note: Annual Percent Change in Price for the ETFs below is equivalent to buy and hold without...

KS96: NN as in neural network.

And here’s the out of sample equity for an equally weighted portfolio of the same stocks as above.

Following or Prediction? Prediction. I’ve developed a neural network that tries to predict moves. It’s uses proprietary indicators as inputs. The system was trained on about 2 dozen stocks, optimizing only 4 parameters (the same parameters value are used for all stocks). Here’s...

Plot your two ma's then plot this indicator. When the indicator goes to 1 it expects a crossover on the next bar (be sure that this indicators is using the same ma's that you plotted. If you like it you can use the logic in your strategy. input: Price(Close), maLen1(10), maLen2(20), tao(2)...

"but there is a certain portion of my code where I only want it process the very first tick of each bar" The first tick of any bar is a built-in variable called the Open, e.g., if (Open . . . ) then . . . AnyVariable = Open + xyz; etc.

I have no problem loading csv files. 1. Be sure that the file name is ".csv" not ".xls" 2. NST may not recognize the name "hour". I use the name "time". 3. I’m too lazy to look it up in help be maybe there’s problem with your date format (i.e., “.” vs. “/”) but I assume...

I recommend that you take the time to review and/or search what been posted in the EasyLanguage Library (818 topics, 11105 posts) where you can “review and download EasyLanguage Studies contributed by the TradeStationWorld community members, including strategies, indicators . . ..”...

Although I’ve never used it, TradeStation has RadarScreen, which can be used intraday, and EOD. Its uses any TradeStation indicator, so it is programmable. It's major limitation is that it can only be used with 800 (?) symbols at a time. But I understand that one can have multiple symbol...

uninvited_guest: >> “36 pages, 100's of paragraphs on TA, and no live trades to backup the talk. Where is the proof that TA works?” I gave you proof on page 8 of this thread. The study analyzed 96,326 trades made by 15 proprietary day traders who were using a momentum strategy, which...

>> “Using a $5 commission per trades decreases annual performance in back-test by 0.7%. System used closing price for trade, IMO doing a scan few mins before market close will even out the effect of slippage for popular ETFs.” Famous last words. For myself I would never trust a...

>> “. . . tell me, what patterns or TA tactics have you found that can be tested to show increase one's odds upon entry.” There are many, but don’t expect someone to give you free money. ========== Here’s one example that shows that TA works. This data is taken from a study...

Andrew_st1: >> “This resulting network is downloaded to the client machine upon completion and is not stored on the server. All the scanning takes place on the users PC using their own market data connection” This is definitely a better business model. I assume that the output of this...

“The load Function The load function reads binary files containing matrices generated by earlier MATLAB sessions, or reads text files containing numeric data. The text file should be organized as a rectangular table of numbers, separated by blanks, with one row per line, and an equal number...

Is this an out-of-sample test, or the results of an optimization run? Did you include commission and slippage?

At novice to intermediate level I would recommend Pruitt and Hill’s “Building Winning Trading Systems with TradeStation.” This book starts at the beginning for non-programmers and works through program structure, control structures, analysis techniques, debugging and optimization. The...