Building Winning Trading Systems with TradeStation™

Table of Contents

1. Cover Page
2. Title Page
3. Copyright
4. Dedication
5. Contents
6. Acknowledgments
7. Introduction
8. 1: Fundamentals
   1. WHAT IS EASYLANGUAGE?
   2. OPERATORS AND EXPRESSIONS
   3. PRECEDENCE OF OPERATORS
   4. TRADESTATION 2000i VERSUS TRADESTATION 6.0
   5. CONCLUSIONS
9. 2: EasyLanguage Program Structure
   1. STRUCTURED PROGRAMMING
   2. PROGRAM HEADER
   3. CALCULATION MODULE: MYRSISYSTEM
   4. CONCLUSIONS
10. 3: Program Control Structures
    1. CONDITIONAL BRANCHING WITH IF-THEN
    2. CONDITIONAL BRANCHING WITH IF-THEN-ELSE
    3. REPETITIVE CONTROL STRUCTURES
    4. CONCLUSIONS
11. 4: TradeStation Analysis Techniques
    1. INDICATORS
    2. PAINTBAR AND SHOWME STUDIES
    3. FUNCTIONS
    4. STRATEGIES
    5. CONCLUSIONS
12. 5: Measuring Trading System Performance and System Optimization
    1. TRADESTATION's SUMMARY REPORT
    2. TRADES
    3. ANALYSIS
    4. GRAPHS
    5. OPTIMIZATION
    6. CONCLUSIONS
13. 6: Trading Strategies That Work (or The Big Damn Chapter on Trading Strategies)
    1. THE KING KELTNER TRADING STRATEGY
    2. THE BOLLINGER BANDIT TRADING STRATEGY
    3. THE THERMOSTAT TRADING STRATEGY
    4. THE DYNAMIC BREAK OUT II STRATEGY
    5. THE SUPER COMBO DAY TRADING STRATEGY
    6. THE GHOST TRADER TRADING STRATEGY
    7. THE MONEY MANAGER TRADING STRATEGY
    8. The Money Manager Code
    9. CONCLUSIONS
14. 7: Debugging and OutPut
    1. LOGICAL VERSUS SYNTAX ERRORS
    2. DEBUGGING WITH THE PRINT STATEMENT AND PRINT LOG
    3. TABLE CREATOR
    4. CONCLUSIONS
15. 8: TradeStation as a Research Tool
    1. COMMITMENT OF TRADERS REPORT
    2. DAY OF WEEK ANALYSIS
    3. DAY OF WEEK VOLATILITY ANALYSIS
    4. TIME OF DAY ANALYSIS
    5. PATTERN RECOGNITION
    6. INTERMARKET ANALYSIS
    7. CONCLUSIONS
16. 9: Using TradeStation's Percent Change Charts to Track Relative Performance *
    1. WORKING WITH PERCENT CHANGE CHARTS
    2. CONCLUSIONS
17. 10: Options *
    1. OPTION BASICS
    2. LISTED OPTIONS
    3. OPTION STRATEGIES
18. 11: Interviews with Developers
    1. Welles Wilder
    2. Dr. John Clayburg
    3. Keith Fitschen
    4. Randy Stuckey
    5. Dave Fox
    6. Wayne Griffith
    7. Mike Barna
    8. Ziad Chahal
    9. John Tolan
    10. Steve Marshall
    11. John Ehlers
    12. “Chuck” Charles LeBeau
    13. Lundy Hill
    14. Peter Aan
    15. Michael Chisholm
    16. Michael A. Mermer
    17. A TALK WITH LARRY WILLIAMS
19. APPENDIX A: EasyLanguage Syntax Errors
20. APPENDIX B: TradeStation 2000i Source Code of Select Programs
21. APPENDIX C: Reserved Words Quick Reference
22. About the CD-ROM
23. Index