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Way to go! Brent
I'm kind of new to system trading.
Just got Tradestation a few weeks ago and trying to learn Easy Language(not so easy as they claim so far) to design my own system.
Anyway,,,if I'm done with it someday,,,,,I'll do the same thing you did.
Who knows,,,,some one who has a better idea about my soon-to-be-completed system would tip me so I could perfect it.
*********** REPLY SEPARATOR ***********
On 1/25/98, at 1:26 PM, BrentinUtahsDixie wrote:
>Hi, Some one is going to tell me to shut up for sending too much mail.
>However; thanks in part to Clyde for transforming it into this text, I am
>providing you non-omega users the code for the system that I sent out as an
>.ela file. It wont happen again so don't figure.
>
>IF ((TrueHigh-O)+(C-TrueLow))/Iff((2*TrueRange)>0,(2*TrueRange),1)<.25 Then
>Buy at Market;
>IF ((TrueHigh-O)+(C-TrueLow))/Iff((2*TrueRange)>0,(2*TrueRange),1)>.65 Then
>ExitLong at
>Market;
>IF ((TrueHigh-O)+(C-TrueLow))/Iff((2*TrueRange)>0,(2*TrueRange),1)>.75 Then
>Sell at Market;
>IF ((TrueHigh-O)+(C-TrueLow))/Iff((2*TrueRange)>0,(2*TrueRange),1)<.35 Then
>ExitShort at
>Market;
>
>B.R.,
>Brent
>
>----------
>> From: BrentinUtahsDixie <brente@xxxxxxxxxxxx>
>> To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
>> Subject: Re: Mechanical Systems
>> Date: Sunday, January 25, 1998 10:44 AM
>>
>> Rt’s,
>> Time to put your money where you mouth is. Funny how no almost no one
>> posts any actual .ela files with systems. Well I’m going to find out why.
>> This program is based on Angell’s work. I set it up to day trade. It has
>> some surprising results if you use my quick and dirty method of testing.
>> What I do is place it on a group of about 25 different commodities and
>then
>> I run it around the list counting any profitable contract as one count.
>> Right now its about 12 of 25. I got really excited once when it had 22 of
>> 25 but I forgot to subtract commission and slippage. Of course it trades
>> frequently. If any of you RT's are inclined to properly back test it let
>> us/me know how it does. It looks good on Bonds, Wheat, Currencies. Maybe
>> I’m giving away a $16,500 system and don’t know it. That’s Life.
>>
>> B.R.,
>> Brent
>>
>> ----------
>> > From: Paul Cote <cote@xxxxxxxx>
>> > To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
>> > Subject: Re: Mechanical Systems
>> > Date: Sunday, January 25, 1998 7:49 AM
>> >
>> > I am trying to program a system using the software called investigator.
>
>> > So far, it seems kind of buggy. It is not so simple to design a...
Genex Investment Inc.
3600 Wilshire Bl #2224
LA, CA 90010
kalalex@xxxxxxxxxxxxx
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