| TradeStationChart Settings | |||
| Symbol | YMH04.D | ||
| Description | Mini-sized Dow Futures ($5) Mar 2004 | ||
| Interval | 5 min | ||
| Start Date/Time | 11/14/2003 7:35 | ||
| End Date/Time | 12/19/2003 15:15 | ||
| TradeStation Strategies Applied | |||
| Cyclone System(On) | |||
| TradeStation Strategy Inputs | |||
| Description | Value | ||
| Cyclone
System - XFctr Cyclone System - Fctr Cyclone System - StartDte Cyclone System - close_time |
1.2 0.2 1031211 1510 |
||
| 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 | ||