Search found 174 matches

by sbank
Mon Dec 14, 2015 3:13 pm
Forum: Software
Topic: IB Spread Client question
Replies: 11
Views: 12905

Re: IB Spread Client question

Forgive my ignorance, but what is SpreadIB?

And more importantly do I need this? 8-)
by sbank
Sat Dec 05, 2015 4:51 pm
Forum: General
Topic: Y-axis and X-axis No Z-axis.
Replies: 3
Views: 5685

Re: Y-axis and X-axis No Z-axis.

Instead of total volume or open interest, maybe holding the largest single order size during that particular timeframe. (I am thinking small timeframes here. Like 1min bars or tick bars.)
by sbank
Sat Nov 28, 2015 2:33 am
Forum: Mechanical Systems
Topic: Systems Workshop: "Buttonwood" E-mini daytrading system
Replies: 116
Views: 431455

Re: Systems Workshop: "Buttonwood" E-mini daytrading system

sbank, et al, here are the results of the buttonwood_signal (EMA) and USM combined that you wanted to see Parameters Profit/Loss Accuracy Num. Trades Avg. Win Avg. Loss Avg. Trade Win/Loss Ratio Profit Factor Max. Drawdown Max. DD % #1#=12#2#=75#3#=25 $67,050.00 44.67% 1323 $385.87 ($219.95) $50.68...
by sbank
Sat Nov 28, 2015 2:23 am
Forum: Mechanical Systems
Topic: Systems Workshop: "Buttonwood" E-mini daytrading system
Replies: 116
Views: 431455

Re: Systems Workshop: "Buttonwood" E-mini daytrading system

Hi Orionsbelt, I already tried the 95Trend (as well as Ehler's Even Better Sinewave indicator). Neither really seemed to help. But here is what I did for the 95trend: if (barnum==barsback) { signal=0; } # Get the Value of 95Trend trend = 95Trend(); if (trend > 0) signal=-1; if (trend < 0) signal=1; ...
by sbank
Thu Nov 26, 2015 1:57 am
Forum: QScript
Topic: Versioning of QScripts
Replies: 2
Views: 3980

Re: Versioning of QScripts

Nice!

It is a little too simple! I will have to find a way to over-complicate this.

(just kidding, thanks for the response. Much easier than what I was planning on building out. Happy Thanksgiving to you and the rest of the Wave59 crowd as well.)
by sbank
Wed Nov 25, 2015 2:02 pm
Forum: QScript
Topic: Versioning of QScripts
Replies: 2
Views: 3980

Versioning of QScripts

Hi All, I just bought a new PC as a "dev environment" machine to build out my ideas for Wave59. My current machine I keep in a pristine state and have practically zero software installed on it as it is my "production machine." Normally I did all of my work after market hours or the weekend. My quest...
by sbank
Thu Nov 19, 2015 1:05 am
Forum: Mechanical Systems
Topic: Systems Workshop: "Buttonwood" E-mini daytrading system
Replies: 116
Views: 431455

Re: Systems Workshop: "Buttonwood" E-mini daytrading system

You broke the $50 boundary. Nice job! I have not posted much as I have not made an appreciable differences. I normally would post all the stuff that I have tried and failed, but I do not want to sway anyone from not trying various indicators. I really love the fractal indicator, so I am trying to fo...
by sbank
Thu Nov 05, 2015 7:29 pm
Forum: General
Topic: MACD Histogram
Replies: 2
Views: 4395

Re: MACD Histogram

PS: welcome to our group. :mrgreen:

Wave59 tends to buck the mainstream, so definitely ask questions. Always a lot to learn over here.
by sbank
Mon Oct 26, 2015 5:39 am
Forum: Mechanical Systems
Topic: Systems Workshop: "Buttonwood" E-mini daytrading system
Replies: 116
Views: 431455

Re: Systems Workshop: "Buttonwood" E-mini daytrading system

@orionsbelt, To answer your question around signal vs. plot. plot is a reserved word for QScript which plots. (Take a look at the QScript help on it for examples.) The word signal is just something that Earik chose to act as a variable to use to track if we should be short or long. (He could have ca...
by sbank
Sun Oct 25, 2015 4:51 pm
Forum: Mechanical Systems
Topic: Systems Workshop: "Buttonwood" E-mini daytrading system
Replies: 116
Views: 431455

Re: Systems Workshop: "Buttonwood" E-mini daytrading system

thanks Earik. i got the buttonwood_v4 indicator to open and run system reports. now, i am attempting to redo what sbanks did with his channel_breakout. so, first i created the "Channel_Breakout" function as follows #length: 5 input:length; if (barnum==barsback) { signal=0; } high_channel=average(hi...