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| TradeStationChart
Settings |
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| Symbol |
ESM08 |
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| Description |
E-mini S&P 500 Jun 2008 |
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| Interval |
2500 Tick Bars |
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| Start Date/Time |
3/24/2008 20:27 |
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| End Date/Time |
6/12/2008 16:14 |
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| TradeStation
Strategies Applied |
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| _InVivo.TrueBlue(On) |
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| TradeStation
Strategy Inputs |
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| Description |
Value |
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| _InVivo.TrueBlue - OwnCapital |
25000 |
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| _InVivo.TrueBlue - PercentOwnCapital |
20 |
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| _InVivo.TrueBlue - UniversalStop |
TRUE |
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| _InVivo.TrueBlue - StopFactor |
1.5 |
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| _InVivo.TrueBlue - ShortFactor |
1 |
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| _InVivo.TrueBlue - TrendFilter |
0 |
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| _InVivo.TrueBlue - TradeStart |
1400 |
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| _InVivo.TrueBlue - TradeEnd |
1545 |
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| _InVivo.TrueBlue - StrategyName |
"TrueBlue" |
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| TradeStation
Strategy Settings |
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| Costs/Capitalization |
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| Initial Capital |
$25,000.00 |
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| Commission |
$0.00 |
per Trade |
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| Slippage |
$0.00 |
per Trade |
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| Interest Rate |
2.00% |
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| Back-testing
Resolution |
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| Look-Inside-Bar Back-Testing |
Disabled |
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| MaxBarsBack |
30 |
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| Position Limits |
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| Allow up to
50 entry orders in the same direction as the currently held position:
regardless of the entry that generated the order. |
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| Max. shares/contracts per pos. |
65000 |
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| Trade Size |
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| Fixed
Shares/Contracts: 1 |
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| TradeStation
Report Settings |
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| Display Periods |
40 |
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| Standard Deviations |
1 |
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