Example Trading System

[ewile]

Sidinuk,
Do you think that it would be wothwhile to go back and see how the system has done on days of FOMC meetings, (like yesterday) with the possibility of not trading those days if they've produced larger than expected losses?



On an unrelated note I'm wondering if there is a way to automate a system like this for days when one can't be at the computer to place the odrers in real time.
Any pointers would be appreciated.

 

[tradermaji]

You can use Strategyrunner to trade this completely automatically. As SR runs on servers, you don't even need to turn on the computer. The other option is to trade it via an API from IB, MB trading or other brokers that have APIs. The strategy can be coded in Wealthlab or any other program and it can autotrade the system.

Good luck,
Maji

 

[ElectricSavant]

Now that is interesting...

Quote from tradermaji:

You can use Strategyrunner to trade this completely automatically. As SR runs on servers, you don't even need to turn on the computer. The other option is to trade it via an API from IB, MB trading or other brokers that have APIs. The strategy can be coded in Wealthlab or any other program and it can autotrade the system.

Good luck,
Maji

 

[jrkob]

Sidinuk,

www.online-futurestrading.com/Set-Up.htm provides that the opening range time is between 9.30am and 11.45am ET.

However, the TradeStation8 macro you also provide indicate that the end of the opening range time is 1645.


How do you reconcile the 11.45am and the 1645 ?

Thank you,

 

[mmillar]

Quote from jrkob:

Sidinuk,

www.online-futurestrading.com/Set-Up.htm provides that the opening range time is between 9.30am and 11.45am ET.

However, the TradeStation8 macro you also provide indicate that the end of the opening range time is 1645.


How do you reconcile the 11.45am and the 1645 ?

Thank you,

SidinUK could be a clue?

 

[sidinuk]

Jrkob,

The Tradestation routine was written by a guy in the UK for me so he has used UK times. I will see if he can produce a version which uses ET.

 

[jrkob]

Quote from mmillar:

SidinUK could be a clue?

Ha ok... lol... thanks ! Didn't think of that.

 

[jrkob]

Quote from sidinuk:

Jrkob,

The Tradestation routine was written by a guy in the UK for me so he has used UK times. I will see if he can produce a version which uses ET.

Thanks a lot Sidinuk. I didn't think of the time difference.

I think every user will have to adapt the time in TradeStation depending on where they live.

I live in Hong-Kong so I'll have to change that to HK time... shouldn't be too tough though.

Thanks again. Keep up the good work.

By the way, can you also confirm that you close your YM position when the cash INDU closes ?

 

[sidinuk]

Yes I use the close at 4pm ET, but really anytime around there shouldn't make much difference overall.

 

[mmillar]

There's me being a smart arse, and I can't even find the TradeStation code.

Can someone point it out.

Thanks