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by Ken_S
Wed Jan 30, 2008 10:59 pm
Forum: TheRumpledOne
Topic: Never Miss the BUYZONE Again!
Replies: 11
Views: 8639
Gender: Male

Uh..OH!! LOL
scrambleded, not sure what EA stands for, but if using TS, see CraigAudio's Buyzone Thread toward the end for strategy code to trade like this.
You might want to sim trade it as well to see if this method fits your personality and trading style.
Good trading,
Ken
by Ken_S
Tue Jan 15, 2008 4:18 am
Forum: strategy trading & money management
Topic: Craigaudio's ER2 Buyzone Strategy
Replies: 90
Views: 57527
Gender: Male

....here we go again. How many posts did it take to resolve the "TS can't backtest lower than 1 minute resolution" debate? I had to say the same thing 5 different ways with someone else putting false words in my mouth. Using limit orders on entry (PT exits already use limits) showed a prof...
by Ken_S
Mon Jan 14, 2008 6:21 pm
Forum: strategy trading & money management
Topic: Craigaudio's ER2 Buyzone Strategy
Replies: 90
Views: 57527
Gender: Male

I've coded the OP's original trading rules into TS and ran some testing. I've attached the equity curve and code for all to see. I'll let you all make your own judgements about the performance and validity of the code and backtests. I tested the profit target variable in the code and got the followi...
by Ken_S
Mon Jan 07, 2008 3:59 am
Forum: strategy trading & money management
Topic: Craigaudio's ER2 Buyzone Strategy
Replies: 90
Views: 57527
Gender: Male

JayJay, Don't let others put limits on what you can achieve. You can make $500/wk by opening a futures trading account for $5-6K, trade 1 ES contract, and net 2 measly points per day ($50/point). Some places let you day trade emini's for $1000-1500 margin/contract(last time I checked), so with $5k, ...
by Ken_S
Mon Jan 07, 2008 3:50 am
Forum: strategy trading & money management
Topic: Craigaudio's ER2 Buyzone Strategy
Replies: 90
Views: 57527
Gender: Male

Ed, With all due respect, I think you're stuck in a "minute paradigm". Look at the chart I posted at the top of page three of this thread. The strategy entered and exited an order on a historical 1 tick bar chart within the same minute. The strategy looked at the price movement and entered...
by Ken_S
Fri Jan 04, 2008 3:16 am
Forum: strategy trading & money management
Topic: Craigaudio's ER2 Buyzone Strategy
Replies: 90
Views: 57527
Gender: Male

"All I can do is reiterate that this is a MAJOR flaw in TradeStation's back testing and that's not conjecture it's simply a fact. " Well, after spending a lot more time than I wanted to, I don't have any reason to believe the tick data from TS, at least for ES is out of sequence historical...
by Ken_S
Fri Jan 04, 2008 2:36 am
Forum: strategy trading & money management
Topic: Automated BuyZone
Replies: 35
Views: 22541
Gender: Male

$100 today turned into breakeven when my black box decided to get a mind of its own and go long on GOOG without my say-so.
The coder is working on a new version to fix.
by Ken_S
Mon Dec 24, 2007 6:06 pm
Forum: strategy trading & money management
Topic: Automated BuyZone
Replies: 35
Views: 22541
Gender: Male

Avery,
I don't follow your thinking. THe exit can do more than minimize losses, it can give you a profit, although minimizing losses today would have been a good thing....
Random entry will give you a >80% chance of making a profit.


760 shares, -$695
My exit strategy sucks.
by Ken_S
Thu Dec 20, 2007 6:19 pm
Forum: strategy trading & money management
Topic: Automated BuyZone
Replies: 35
Views: 22541
Gender: Male

$60 yesterday, $100 today. See that nice equity curve for Rimm above? Rimm didn't hit the price target on Tuesday. I closed out with a small loss, but if I held on to the end of the day(would have lost ~$250 or stuck with my 1.5% stop loss I would have lost about $160. I think the exit point is far ...
by Ken_S
Tue Dec 18, 2007 5:47 pm
Forum: strategy trading & money management
Topic: Automated BuyZone
Replies: 35
Views: 22541
Gender: Male

Ali, Yes on commission, no on slippage. Its only 22 trades, so if you wait for the price to hit the profit target all day, eventually you will probably get a day when you never hit it and take a substantial loss. I've been using a 1.5% disaster stop loss which has not been hit since trading live. Di...

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