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Thanks jprad, This is from the Tradestation Help: This pattern is also formed in sideways / choppy markets. What filter would you add to skip these points? Croupier

Thanks Tom, entry and exit are not based on this calculations. These points are just a part of the system. The system combines these points to possible signals, also with other parameters. Maybe the original question should now be, how do you filter these signals, according to my definition...

Yes, something like this is what I have done already. As you say, now filtering is the big challenge... I had also things like, "high for the last 200 bars" etc. to get less signals. This helped until some point, but again, you wont believe how many times a high of 200 bars ago occurs in range...

Now I understand your point. I will check this, good one. If you find the code, that would be very good!

Hello Tom, good questions :) I want to identify these points in real time. It is not possible to get an "alert" at the exact high or low point, thats sure. (as an example "a high": price moves up and has to go down to confirm the "high") So the alert (or the entry into the console) comes...

Thanks flyingdutchmen, I dont have access to rangebars "out of the box", but this is a custom project written with own code, so I think the access (calculation out of the data feed) should not be the problem. From what I see rangebars are better for the "visual" part. Visual does imho not really...

If you had to describe the red marked Swing High's / Low's to a programmer, what would you say? I have existing code that finds most of these points BUT also much more High's and Low's that are not really Swing High's, more just noise in sideways markets. Now we could add indicators (Moving...

How do you mean without charts? With OpenQuant you can write a system and it will print out the entries / exits into the chart, but the chart dont has to be open when the system runs. Also you can see the scanner where you see a list of your signals in realtime without any chart. I dont know...

I like the time zone. Ideal to work during the day and trade the US session in the evening. :)

Sure, thats what I meant. Small individual traders are more interesting for me! Are you Swiss citizen, speaking German?

Yes, there are many prop shops in Switzerland, I had already the pleasure to get in contact with some traders. But I dont think that Marc Rich or Paul Rotter will be part of the ET meeting in Zurich... :D

Why always after reading Jack's posts I understand nothing? :confused: :D

So many Swiss Traders here? Depending on the date, count me in please... :)

A few years ago I thought the system is bad when I lost money. Later I learned that there are many systems that are profitable. :D Why dont you post the backtest results?

Thank you for marketcetera. Eclipsetrader does support Java, but is it possible to run backtests and get detailed reports? -There is nothing on the website about backtesting. From my list, openquant would be the choice for now.

Hello, I am searching for backtesting software where I can input Java (strategy) code. Can anyone recommend a program? I know these already: - Openquant - Rightedge - Tradingsystemlab - Eclipsetrader - WealthLab The above software you can input C# code. Is there a solution...

:D

Yes, this exactly the problem. The constant (.015) is not everywhere the same for the CCI for example. I have done it in excel now, and found the "correct" one. Correct means the constant that I have used in the past. :) Thank you

Thanks was there already and the question remains. :)

The heart of the system is price action, not indicators. The indicators are only confirmation. I have traded this system for nearly two years manual and I would say NO to your question. :D