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