The WTSUG meeting on Wednesday, July 20, 2011 was held from 7:00pm to 8:30pm at Potomac Library of Montgomery County, 10101 Glenolden Drive, Potomac, MD 20854.

JULY 20 TOPICS:

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 – Seminar: Strategy Development 102

Bruce DeVault w/ Quantevo

In our previous strategy development session, we talked about the performance goals we wanted to strive towards with a trading strategy, and how those goals would affect what strategies would be most likely to see success by those measures. The group selected an ABC technical analysis pattern to look at in more detail this time around. In this session, we’ll take a look at how to conceptualize the “idea” of the trade chosen by the users group into hard and fast parameters and trading rules, and how to start to translate those inputs and rules into testable TradeStation EasyLanguage code. We’ll also talk about the steps along the way and the big picture process, including how we know if the pattern is being picked out correctly, and start thinking about what we’re going to want to test as we transition towards quantifying the performance of the strategy.

 

Coming up this Summer at WTSUG:

August 24 – Suri Duddella on ABC patterns

September 28 – Strategy Design 103 w/ Bruce DeVault

October 26 – Special Guest Speaker: Jan Arps

More details to follow!