| TradeStationChart Settings | |||
| Symbol | YMZ03.D | ||
| Description | Mini-sized Dow Futures ($5) Dec 2003 | ||
| Interval | 5 min | ||
| Start Date/Time | 9/3/2003 7:50 | ||
| End Date/Time | 12/10/2003 15:15 | ||
| TradeStation Strategies Applied | |||
| Cyclone System Dow(On) | |||
| TradeStation Strategy Inputs | |||
| Description | Value | ||
| Cyclone
System Dow - XFctr Cyclone System Dow - Fctr Cyclone System Dow - StartDte Cyclone System Dow - close_time |
1.2 0.2 1030913 1510 |
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| TradeStationStrategy Settings | |||
| Costs/Capitalization | |||
| Initial Capital | $100,000.00 | ||
| Commission | $0.00 | per Trade | |
| Slippage | $0.00 | per Trade | |
| Interest Rate | 2.00% | ||
| Back-testing Resolution | |||
| Look-Inside-Bar Back-Te | Disabled | ||
| MaxBarsBack | 50 | ||
| Position Limits | |||
| Disabled: No entry orders allowed in the same direction as the currently held position. | |||
| Max. shares/contracts p | 65535 | ||
| Trade Size | |||
| Fixed Shares/Contracts: 1 | |||
| TradeStation Report Settings | |||
| Display Periods | 40 | ||
| Number of Standard Devi | 1 | ||