The WTSUG meeting on Wednesday, September 16, 2009 was held from 7:00pm to 10:00pm at Potomac Library of Montgomery County, 10101 Glenolden Drive, Potomac, MD 20854.

Agenda:

7:00pm – 7:15pm          Introductions and Opening
The group will give brief introductions to the group for any new attendees. Time will be made available for dealing with membership dues and any other minor administration items, but not to exceed 15 minutes in total.

7:15pm –                         TradeStation Strategies for Beginners, Session IV
Bruce DeVault

In the last session, took a look at some TradeStation techniques to visualize our momentum / breakout strategy “working example” trades, and explored how to make it better in a live review of the strategy, the code we used to build and test it, and walked through the process of figuring out what needs to be made better and how to get there. A copy of the code was sent out to all participants. We also took  a look at some code examples of using arrays to calculate indicators on different bar sizes with only one high frequency data series on the chart, and answered questions from the group about TradeStation development.

In this month’s follow up session, we’ll continue with the working example strategy to discuss what types of approaches can make the strategy better, and how to take the next steps in refining the approach. We’ve asked group members to take a look at the strategy in the mean time and suggest possible improvements which we’ll take a look at in this session.

We’ll also answer any questions you may have about TradeStation trading, strategy design, testing, and other topics of interest to the group, so come prepared to discuss and bring your questions for the group!