Pete, I guessed you were working during the week.
I have Crabels stuff here and I am interested in his 'style' so I might have a go at it if you get stuck, time permitting. --- In [email protected], "Pete" <dryhe...@...> wrote: > > Ed, Brian, > Thank you so much for the very detailed suggestions. I look forward to > exploring them in detail over the weekend. My day job sucks the life out of > me every day so the only time I have any brain mojo for studying code is on > the weekends. I'll let you all know how it goes. As for now I am working on a > version of the code which uses very basic timeframeset() and only a few > timeframeexpand() statements. When database is set to show only day session > everything so far seems to calculate perfectly. > > FYI, > The project I'm working on is to code Toby Crabel's price patterns and > Opening Range Breakout as discussed in his 1989 book. It requires some > tweaking to ensure it's able to adjust to changing markets but so far it > seems very likely to provide a robust trading system. > > So far I have a complete system built using this technique but the original > code is too cumbersome and takes forever to do back tests and optimizations. > The new streamlined version is coming along. I have the price patterns coded, > as well as the break out levels and target levels. All I need to add is some > optimizeable parameters and I should be ready to start analyzing for optimum > parameter values. > > Good Trading everyone. > > Pete :-) >
