Details

<p>Foreword xi</p> <p>Preface xvii</p> <p>Acknowledgments xix</p> <p><b>Chapter 1 Fundamentals—What is EasyLanguage? 1</b></p> <p>Variables and Data Types 2</p> <p>Operators and Expressions 4</p> <p>TradeStation 2000i vs TradeStation 9.0 7</p> <p>Conclusions 32</p> <p><b>Chapter 2 EasyLanguage Program Structure 33</b></p> <p>Structured Programming 33</p> <p>Program Header 34</p> <p>Calculation Module: MyRSIsystem 35</p> <p>Conclusions 40</p> <p><b>Chapter 3 Program Control Structures 41</b></p> <p>Conditional Branching with If-Then 41</p> <p>Conditional Branching with If-Then-Else 45</p> <p>Repetitive Control Structures 50</p> <p>Conclusions 53</p> <p><b>Chapter 4 TradeStation Analysis Techniques 55</b></p> <p>Indicators 55</p> <p>PaintBar and ShowMe Studies 62</p> <p>Functions 68</p> <p>Strategies 72</p> <p>Conclusions 77</p> <p><b>Chapter 5 Measuring Trading System Performance and System Optimization 79</b></p> <p>TradeStation’s Summary Report 80</p> <p>Trade Analysis 90</p> <p>Optimization Old School Style 95</p> <p>Conclusions 126</p> <p><b>Chapter 6 Trading Strategies That Work (or the Big Damn Chapter on Trading Strategies) 127</b></p> <p>The King Keltner Trading Strategy 128</p> <p>The Bollinger Bandit Trading Strategy 131</p> <p>The Thermostat Trading Strategy 134</p> <p>The Dynamic Break Out II Strategy 141</p> <p>The Super Combo Day Trading Strategy 147</p> <p>The Ghost Trader Trading Strategy 165</p> <p>The Money Manager Trading Strategy 168</p> <p>Bonus Trading Strategies 171</p> <p>Conclusions 174</p> <p><b>Chapter 7 Debugging and Output 175</b></p> <p>Logical versus Syntax Errors 176</p> <p>Debugging with the Print Statement and the Print Log 176</p> <p>Debugging with the Built-In Debugger 178</p> <p>Table Creator 184</p> <p>Conclusions 190</p> <p><b>Chapter 8 TradeStation as a Research Tool 191</b></p> <p>Commitment of Traders Report 191</p> <p>Conclusions 210</p> <p><b>Chapter 9 Using TradeStation’s Percent Change Charts to Track Relative Performance 211</b></p> <p>Working with Percent Change Charts 213</p> <p>Conclusions 217</p> <p><b>Chapter 10 Options: Introduction and Strategies 219</b></p> <p>Part A: Getting Started with Options Trading 219</p> <p>Part B: Real-Life Options Strategies and Trades 242</p> <p>Conclusions 250</p> <p><b>Chapter 11 Interviews with Developers 251</b></p> <p><b>Appendix A TradeStation 2000i Source Code of Select Programs 295</b></p> <p>Bollinger Bandit 295</p> <p>Dynamic Break Out II by <i>George Pruitt</i> 296</p> <p>DBS II Fade by <i>George Pruitt</i> 297</p> <p>King Keltner Program by <i>George Pruitt</i> 298</p> <p>MyAdxSys 299</p> <p>MyMomRsi 300</p> <p>MyMovAvgSys 301</p> <p>MyTrailPrcntStop 302</p> <p>Seasonal Soybean 303</p> <p>Super Combo by <i>George Pruitt</i> 304</p> <p>Thermostat by <i>George Pruitt</i> 307</p> <p>The Ghost Trader by <i>George Pruitt</i> 309</p> <p>The Money Manager by <i>George Pruitt</i> 311</p> <p><b>Appendix B Reserved Words Quick Reference 313</b></p> <p>About the Website 389</p> <p>Index 391</p>

<p><b>GEORGE PRUITT</b> is Director of Research for <i>Futures Truth</i> magazine. He has written for <i>Futures</i> magazine and has had his research published by the <i>Wall Street Journal</i> and <i>Barron's</i>. Pruitt holds a bachelor's degree in computer science from the University of North Carolina at Asheville and co- programmed the Excalibur testing software. He has coded over 1,000 different trading methodologies and is the coauthor of <i>The Ultimate Trading Guide</i> (Wiley). <p><b>JOHN R. HILL</b> is President and founder of <i>Futures Truth</i> magazine, a leading periodical that analyzes and rates trading systems. He holds a master's degree in chemical engineering from The Ohio State University and is the coauthor of <i>The Ultimate Trading Guide</i> (Wiley).

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