Tradestation waives their platform and scanner fees if you make over ~ $50 in commission worth of trades a month.
http://www.tradestation.com/brokerage/platform_fees.shtm
http://www.tradestation.com/brokerage/platform_fees.shtm
OEC/Tradestation EasyLanguage Strategy
- Thread starter masterm1ne
- Start date
adam...good stuff
Have you tried this with any equities or SPY on OEC? I have not signed up for their equity account yet but was thinking about it.
Have you tried this with any equities or SPY on OEC? I have not signed up for their equity account yet but was thinking about it.
No haven't done that though I might. I want to tweak this strategy before moving onto something else that mirrors the index(es) anyway.
I am currently using the OEC platform and am very interested...
My originally intended project was an overnight trading strategy... After finally coming across the commands I was missing (damn easylanguage manual I was using for some reason didn't contain information about the buytocover and sellshort functions...) this thing is finally starting to come together!
Codenamed: nightowl lol...
Codenamed: nightowl lol...
Need to work out the kinks, but overall good results... will test in real time with demo over a few days and post results since there seem to be issues with back testing.
Automated entry and exit orders on the demo accounts seem behave like a live account.
Automated entry and exit orders on the demo accounts seem behave like a live account.
Quote from rtstrading:
Under Strategy Properties>General>Back-testing resolution you need to turn on "use Look-Inside-Bar Backtesting since you have signals intrabar. Use 1 tick or 1 minute for resolution.
Let us know how your system does.
This what you were looking for?
(This is a back-test of my current project, not the previous ones.)
and the ES...
adamm2
from your trade log screenshots, it looks like your trying to take one tick from the market, and are prepared to ride out open trade losses of several thousand dollars.
Additionally, you havent factored commissions into your simulation, which will take a huge chunk out of your one tick profit.
This might look good in a backtest, but i think you will find this is untradeable in real life.
from your trade log screenshots, it looks like your trying to take one tick from the market, and are prepared to ride out open trade losses of several thousand dollars.
Additionally, you havent factored commissions into your simulation, which will take a huge chunk out of your one tick profit.
This might look good in a backtest, but i think you will find this is untradeable in real life.
Huh? The last two screenshots factor in commission and slippage. What you are saying doesn't make any sense. If there were such huge losses in the system then why are they net positive? There is a good reason if it looks like the system trades for a single tick or two, that was because during the back test it was most profitable that way... The screenshots show 4 hour time periods anyway... which means the trades are happening a little longer than one tick lol.
I already know there might be a problem in real time due to back test limitations...
Study those last two screenshots again, first off you can't see the trades placed, and secondly the largest winners can be larger than the largest losers.