Recent content by tradingdde

Friday 6th was expected to be a busy day due to important news releases at 7.30 (central time). As soon as the news released, the future loses 10 points in ... seconds , with no volumes, repeating similar yesterday same time pattern. Who was in front of the monitor was likely to have had a...

TradeStation 8 doesn't allow to trade European stock markets: does anyone know the reason why? Normally USA companies like European customers :) does anyone know if they are going to change their plan in the next future? TradeStation 2000i is a real pain in the neck!

Hi Have a look to this TS code; it is not a trading system but just a tester to be used on EOD data only. good luck

I am testing Open Range Strategies on several stocks index and would like to share analysis and trading experiences. Enclosed you find some backtestings results on 9 years EOD data of the main stocks indexes; the aim of the analysis is to find long/short daily bias after compression/expansion...

I think what you say makes sense and I will do some tests. entry point is not a percentege of opening range but of the open value itself (there is a huge difference) being patient using filters I have found 2 solutions I want to share: 1. In real time I run the ORB trading system on a separate...

have a look here

Hi ronfalcone Crabel is one of my favourite traders Anyway daily compression The answer is yes, I tested all Crabel's price bar setup and found that the pattern NR1 (simple a day with a range narrower than the day before) is a good filter. The others (NR4, NR7, Id, IdNR4) filter too much...

I think you're right and I normally backtest my sistems on 7-9 years of intraday data just in order to avoid what you say. I think there is a big difference between general breakout systems (e.g. channel breakouts, bollinger bands in "trend mode") and Open Range Breakout sysytems. Applying ORB...

Hi Pedro this is the result for the 9 years. I am testing this strategies on European futures like EuroStock, Dax and SPmib. The one backtested in the attached report is the Italian Mini Spmib which operates from 9am to 5.40pm. The strategy is formatted to trade 1 contract at time with no...

Please give a look to this strategy based on a mix among Larry Williams, Toby Crabel and Linda Bradford studies. _______________________ Basic rules for futures 5 min charts: Enter rules - Wait for a daily compression (ex NR1, IdNR4) - Wait for an Opening Range Breakout (intraday price goes...

Nice to meet you guys, it seems that traders' dreams (and nightmare) are the same all over the world. ArabianNights? Well... I guess your nights should be better ... :)

Hi guys, last night I dreamed Linda Bradford Raschke giving me advices on how to trade Eurostoxx future: do you think I can trust her? Never happened to you:p?

Hi everyone I am a private trader and systems developer; I have been trading european futures and stocks for some years with my own intraday trading systems (mainly programmed with TradeStation). I try to "translate" in trading systems codes, Volatility Breakout techiques according to Toby...