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I attached the eld file yesterday.
I hope this will help, I am having a problem with the optimization. I just
tried to optimize a 2 minute es chart with 30 days of data and it optimizes
it but will lock up tradestation before the chart is reinstated.
I have attached a strategy called trend line breakout. I have tried to
optimize this strategy on multiple time frames and it takes longer than most
things I have tried, any help would be appreciated. I tried install a profit
target strategy on this strategy and it will lock up tradestation before I
am thru optimizing. I use TS6 and I would like to know if anyone has a
strategy for Larry Williams expert commentary.
Thanks, Dale
Input: TrendLen(20);
VALUE1=@xxxxxxxx(C,3);
VALUE2=@xxxxxxxx(C,3)[1];
VALUE3=0.3*(VALUE1-VALUE2)+(1-0.3)*VALUE3;
VALUE4=WAVERAGE((VALUE3),6);
VALUE5=@xxx(C,9)+VALUE4;
{ Determine then beginning and ending points of an Upward Trend
ne. }
Value6 = SwingLowBar(1,Low,3,TrendLen);
Print("Date: ",Date:0:0," Time: ",Time:4:0," SwingLowBar 1st# =
",Value6:2);
If Value6 > -1 then begin
Value7 = SwingLowBar(1,Low,3,TrendLen)[Value6];
Print("Date: ",Date:0:0," Time: ",Time:4:0," SwingLowBar 2nd# =
",Value7:2);
If Value7 > -1 then begin
Value8 = TLValue(Low,Value6,Low,Value7,-1);
Print("Date: ",Date:0:0," Time: ",Time:4:0," Trend Line UP = ",Value8);
End;
End;
{ Determine then beginning and ending points of a Downward Trend
ne. }
Value9 = SwingHighBar(1,High,3,TrendLen);
Print("Date: ",Date:0:0," Time: ",Time:4:0," SwingHighBar 1st# =
",Value9:2);
If Value9 > -1 then begin
Value10 = SwingHighBar(1,High,3,TrendLen)[Value9];
Print("Date: ",Date:0:0," Time: ",Time:4:0," SwingHighBar 2nd# =
",Value10:2);
If Value10 > -1 then begin
Value11 = TLValue(High,Value9,High,Value10,-1);
Print("Date: ",Date:0:0," Time: ",Time:4:0," Trend Line DN = ",Value11);
End;
End;
{ Breakout of a Downward Trend Line. }
CONDITION1=SLOWD(9)[1]<SLOWD(9);
CONDITION2=VALUE4[1]<VALUE4;
CONDITION3=VALUE5[1]<VALUE5;
CONDITION4=VALUE5>50;
CONDITION5=Close>Value11;
{ Breakout of an Upward Trend Line. }
CONDITION6=SLOWD(90)[1]>SLOWD(9);
CONDITION7=VALUE4[1]>VALUE4;
CONDITION8=VALUE5[1]>VALUE5;
CONDITION9=VALUE5<50;
CONDITION10=Close<Value8;
If Value9 < Value6 and Value10 < Value7 then begin
IF {CONDITION1 AND CONDITION2 AND CONDITION3 AND CONDITION4 AND}
CONDITION5 THEN Buy This Bar ON CLOSE;
End;
If Value9 > Value6 and Value10 > Value7 then begin
IF {CONDITION6 AND CONDITION7 AND CONDITION8 AND CONDITION9 AND}
CONDITION10 THEN Sell Short This Bar ON CLOSE;
End;
Dale Holland
Holland Enterprises
I have attached a strategy called trend line breakout. I have tried to
optimize this strategy on multiple time frames and it takes longer than most
things I have tried, any help would be appreciated. I tried install a profit
target strategy on this strategy and it will lock up tradestation before I
am thru optimizing. I use TS6 and I would like to know if anyone has a
strategy for Larry Williams expert commentary.
Thanks, Dale
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