In my continuing quest to better understand the state of automatic trading systems I have completed reading two more books. (I didn't buy them; the reference...
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rightedge-ats@yahoogr...
Feb 18, 2007 2:44 pm
Hello, This email message is a notification to let you know that a file has been uploaded to the Files area of the rightedge-ats group. File : /C#...
Do you run strategies against a collection of stocks? Over time my opinion changes as to how I want to handle individual cases. To deal with this I have...
Pete, Yes, I definitely run strategies against a collection of stocks. I usually hand pick the stocks on a bi-monthly or quarterly basis. My picks are then...
Hi Bill, I need to explain a bit more. No, this is not for screening. Let's say I am running a live system on a half dozen stocks. Over time, this strategy ...
For the past few weeks I have been watching an array of RE live data charts using an IB paper account. I have been making a few manual trades (judiciously...
I tried to add a sound to a strategy with this line: SystemSounds.Beep.Play(); But there are no beeps in a simulation run, although there are plenty of the ...
After a bit more testing I think the sounds are there. Simulation runs so fast that it overwhelms the sound mechanism. If you run just one stock that has just...
Just to share one of those neat things that works like a charm. The below snippet is copied from the RE Developer Guide, with minor modifications: // Setup our...
The stability of Beta 4 has allowed me to make great progress with one of my strategies (mixed DnD and C#). It places notes on charts, makes a sound when it...
It is a huge jump to go from 15m bars to live trading. The dynamics of real-time are very different to the world of aggregated bars. Have you looked at 1m bars...
It's good to hear that you are making good progress. One thing to remember about backtesting is that right now it doesn't take commissions into account at...
Hi Tim, Thanks for the heads up. I've tested with 5-minute bars with less success. As it currently stands, the strategy has an absolute dependency on 'good' ...
That is very scary! As a public service announcement can I say to anyone else reading this DON'T DO IT !!!!!! In my greener days, if I had a trade go bad on...
Hi Daniel, That's going to be a welcome capability to lots of people. In my particular case at this moment I don't need it. My current strategy has a bedrock ...
Hi Tim, I greatly appreciate your concern and advice. But let me elaborate further. It is that I don't worry so much if the strategy does not get me out in ...
I have tried to run the Keltner Channel strategy in RE but I am getting a compile error: Open is not a member of Rightedge.Common.Position, referring to line...
Hi Rob, It looks like the file from the group is down level. I can't test my upgraded version while the market is open because I am using live data. But I can...
Hi Peter I have managed to fix a couple of errors by looking at this example, but it still does not like the whichever.open=true test. It would be great if you...
We reworked our position manager / broker architecture since Peter wrote that system. There is no longer an Open flag for a position. The simplest way to...
50
rightedge-ats@yahoogr...
Mar 8, 2007 12:32 am
Hello, This email message is a notification to let you know that a file has been uploaded to the Files area of the rightedge-ats group. File : /VB...
I have uploaded a revised version of this strategy. It compiles and runs as of build 291. I tested it against Yahoo historical data for anst, dyn and bmrn...
Pete, I usually run my systems against a couple hundred symbols and slice it across many time frames. I think we're in a very nice situation at this point...
Hi Bill, keltnerCase1 is really a demonstration project. It reflects my learning experience and illustrates various aspects of how to use RE. I posted it so ...
54
rightedge-ats@yahoogr...
Mar 8, 2007 12:10 pm
Hello, This email message is a notification to let you know that a file has been uploaded to the Files area of the rightedge-ats group. File : /C#...
I have uploaded a more robust and complete strategy (the program file is named regress2.cs, which is ok). There is a .doc file that more fully describes what...
I run live data against an IB account to collect 15 minute bars for 20 or 30 tickers. This is for back testing. When I run live system, only 6 to 12 stocks are...
This is a follow-up to the previous message about refreshing MS Access data. In query design mode establish 3 columns using the BarData table from the ...
If you are like me you have a handful of folders. Each folder typically has a few tickers that are the same in other folders. Over time you add and remove...
The strategy repository at RE (Trading Systems <http://www.rightedgesystems.com/TradingSystems.aspx> ) is a good source of information about how to use RE. One...
