Search found 5 matches

by twalker
Tue Jan 23, 2007 11:57 am
Forum: Tradestation indicators
Topic: Interesting TS Indicators
Replies: 1
Views: 2699
Gender: Male

Looks like nothing new and probably opens a black hole to pour in your cash. OR.
Did you gain any revelations?
by twalker
Thu Jan 11, 2007 2:47 pm
Forum: strategy trading & money management
Topic: Portfolio of Strategies
Replies: 3
Views: 3718
Gender: Male

I trade a large portfolio of products but I am still not convinced I have a good grasp of how many markets I really need in my basket to have the best diversification. Currently I am spread across commodities, forex and stock indices. I have effective systems to trade these markets on different time...
by twalker
Fri Oct 13, 2006 11:00 am
Forum: strategy trading & money management
Topic: fighting the randomness: healthy system vs. tradable system
Replies: 20
Views: 23229
Gender: Male

The automated stuff I run through TS brokerage on FX futures gives me 1-5 ticks slippage. I average about 1.5ticks/lot on BP trading at high volume periods of the day. That is not too bad when considering the cash spread is 3 ticks from a lot of people.
by twalker
Fri Oct 13, 2006 8:12 am
Forum: strategy trading & money management
Topic: fighting the randomness: healthy system vs. tradable system
Replies: 20
Views: 23229
Gender: Male

I won't even backtest it until I have my commissions and slippages in place. Just read through this thread and following line interested me. I run systems on TS but I execute the signals manually for most products. I trade a lot of commodities and find it too difficult to automate orders in these m...
by twalker
Mon Sep 11, 2006 11:42 am
Forum: strategy trading & money management
Topic: strategy automaticly export into a xls sheet.
Replies: 4
Views: 3565
Gender: Male

I have been trying to do the same thing and asked this question on the TS forum to which I received the folloing code {Collect Statistics & Write Excel file} vars: Intrabarpersist xAction(""); condition0=(Action<>"" AND Action<>"Spread Warning" AND Action<>xAction);...

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