Posted by billrosen on 13th of Nov 2009 at 08:27 am
that is weird because I am down about 2% for all trades in
November, I get terrible slippage sometimes and other times none at
all, my system is set up correctly although I do not start trading
until 9:31am so sometimes I miss a trade that was triggered on a
big gap, Tom is your system set up to take the first trade at
9:30am?
your program is set up wrong, you need have a start and end
time, if you have a start time of when the market opens and an end
time at the EOD, the sysetm is up OK for Nov. I had to add
start and end times to the TS program itself, if you dont' do this,
then it shows BS trades in the morning on the opening candle, which
you would never do, those are put into the stats if you don't cut
them out. Also bill, from what I remember form PMs from you,
you didn't have an end time, your stats are including holding the
trade overnight, which you don't. If you turn off the EOD ext
the system is flat for Nov, which from what I remember you don't
have set up properly.
The system is up about 8% including commission. my number
below is wrong because I had another optimization turned on
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that is weird because I
Posted by billrosen on 13th of Nov 2009 at 08:27 am
that is weird because I am down about 2% for all trades in November, I get terrible slippage sometimes and other times none at all, my system is set up correctly although I do not start trading until 9:31am so sometimes I miss a trade that was triggered on a big gap, Tom is your system set up to take the first trade at 9:30am?
your program is set up
Posted by matt on 13th of Nov 2009 at 08:51 am
your program is set up wrong, you need have a start and end time, if you have a start time of when the market opens and an end time at the EOD, the sysetm is up OK for Nov. I had to add start and end times to the TS program itself, if you dont' do this, then it shows BS trades in the morning on the opening candle, which you would never do, those are put into the stats if you don't cut them out. Also bill, from what I remember form PMs from you, you didn't have an end time, your stats are including holding the trade overnight, which you don't. If you turn off the EOD ext the system is flat for Nov, which from what I remember you don't have set up properly.
The system is up about 8% including commission. my number below is wrong because I had another optimization turned on