Although I no longer use TradeStation for testing or trading, these codes remain here for anyone who is interested, but use at your own risk. These codes are all for testing purposes only, originally posted for my access and others working with me on development projects, you are welcome to utilize these pages for your experimentation. No guarantees of stability or profitability are claimed.
NOTE #1: Because I closed my TradeStation account, I can no longer access my code files on my PC. Since TS may have upgraded their software, I can not say whether or not these will still compile and verify properly. They all verified properly and gave results as expected (unless otherwise noted) when they were initially posted. Use at your own risk.
NOTE #2: MultiCharts users will find Ehlers codes available for download as per the note to the right. >>>
3-4 Bar Pattern Strategies | 3-4 Bar ShowMe | Download PDF doc - A set of very simple but robust patterns. The PDF is necessary for visual identification of patterns since the patterns are not descriibed in the code. The ShowMe is to identify patterns that may appear between entries and exits in the strategies.
3-4 Bar Pattern Strategies as above with filters that you can turn on or off. Filters include Linear Regression Line, Simple and Exponential Moving Average, CCI and CCI Trend. Testing showed success with EURUSD using $40 slippage and $3.19 commission each direction per contract. Trades 7 and 7.2 (short) need work testing in a down-trending market. Use same PDF doc as above for a reference to visually identify trade patterns/entries. If you want give me feedback
ALERT posted 4/15/2014: Although I cannot confirm this because I can no longer test these codes, I have been informed that the above 3-4 Bar Strategies requires that anyone using this code should add a "Look-inside bar" function to avoid issues with Intra-bar Price Movement Assumptions. This has not been added to the code in the associated links above. This link was provided as a reference.
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Fibonacci Bands Indicator - an indicator for short term reversals with longer term trends. For use on multi-data charts with two different time-frame of the same instrument. An accompanying strategy is in the works.
Heiken Ashi Paintbar - The heikin-ashi method (heikin means "average" or "balance" in Japanese, while ashi means "foot" or "bar") is a visual technique that eliminates irregularities from a normal chart, offering a better picture of trends and consolidations. Use it on any time frame from ticks to daily.
John Ehlers Indicators: Ehlers indicators and strategies are accessed from a dedicated page. I have compiled most of these from Ehlers books, which you should read in order to take advantage of these codes. Some revisions have been made for clarity or to get the codes to function properly. The MESA formula (Maximum Entropy Spectral Analysis) which is used in some of these indicators, was originally developed to interpret seismographic information for oil exploration. They have been adapted here for measuring market cycles - they produce high resolution outputs with exceptionally short amounts of information, an ideal combination for market evaluation. They have all verified in TradeStation but no guarantees of perfection are implied.
Note - posted 4/15/2014: For anyone testing these Ehlers strategies in MultiCharts, the codes have been upploaded by a MultiCharts user and can be downloaded in a .pla file format via the following link. - - - - MultiCharts codes - - - -