Generated by All in One SEO v4.9.10, this is an llms.txt file, used by LLMs to index the site. # George Pruitt Backtesting with [Trade Station,Python,AmiBroker, Excel]. Intended for informational and educational purposes only! ## Sitemaps - [XML Sitemap](https://georgepruitt.com/sitemap.xml): Contains all public & indexable URLs for this website. ## Posts - [From Generated Strategies to Engineered Systems: Why Good Numbers Are Only the Beginning](https://georgepruitt.com/from-generated-strategies-to-engineered-systems-why-good-numbers-are-only-the-beginning/) - The Throwing-Spaghetti-Against-the-Wall Approach We now have all sorts of platforms that can test seemingly innumerable combinations of patterns, indicators, trade management rules, markets, and time frames. We have seen systems work on 60-minute bars, but fail completely on 120-minute bars. Popular candlestick patterns are aggressively used to generate systems that pass whatever gauntlet has been - [Is Your System Broken?](https://georgepruitt.com/is-your-system-broken/) - The Ultimate Test of Efficacy: Time At Futures Truth, we focused on one thing: walk-forward results across hundreds of trading systems. Back then, the industry was unrecognizable compared to today—if you can even call what exists now an "industry." Just this morning, I was reminiscing about vendors who sold strategies for upwards of $5,000. Those - [Generated Code Is Not the Same as Engineered Code](https://georgepruitt.com/generated-code-is-not-the-same-as-engineered-code/) - AI can write structure, but experienced programmers still supply the craft The more we rely on generated code, the more disciplined we must become in questioning it. AI and modern frameworks now provide valuable insights that, just a few years ago, would have required significant time and effort to obtain. However, while they offer tremendous - [New post: Monte Carlo — Garbage or Gold? (plus free tool)](https://georgepruitt.com/new-post-monte-carlo-garbage-or-gold-plus-free-tool/) - Check out my latest post and tool at Monte Carlo - Garbage or Gold - [Monte Carlo: Garbage or Gold?](https://georgepruitt.com/monte-carlo-garbage-or-gold/) - A quick history of Monte Carlo (the short version) Monte Carlo Tool Link: Read blog first: Monte Carlo Trade Flight Simulator · Streamlit Youtube Video on Monte Carlo Tool: Youtube Monte Carlo Tool Video Monte Carlo methods took off in the 1940s during wartime research at Los Alamos, when scientists needed a practical way - [Reverse-Engineering a Trading Indicator with AI](https://georgepruitt.com/reverse-engineering-a-trading-indicator-with-ai/) - From Raw Wavelet Code to a Trading Tool with More Knobs Than Anyone Was Turning The Indicator I Thought I Understood A client sent me a trading indicator they had just started using.It was short. Clean. About a page of code. I’m not entirely sure where it originated, but it had the unmistakable feel of - [Why EasyLanguage Should Be the Blueprint for Quant Languages](https://georgepruitt.com/why-easylanguage-should-be-the-blueprint-for-quant-languages/) - When I first ran into EasyLanguage, I didn’t take it seriously. I come to this with a bias: I’m a lifelong systems programmer, and I helped build a trading platform the old-fashioned way. Years ago I co-created Excalibur, a Fortran-based trading and backtesting engine. In that world, everything is explicit. If you want rolling windows, - [A Turtle Thermometer for Trend-Following: 2025 Results](https://georgepruitt.com/using-turtle-to-gauge-state-of-trend-following-2025/) - A Bare-Bones Turtle Algorithm for Gauging Trend-Following Conditions The core Turtle rules were fully mechanical, but several operational choices, such as position sizing nuances, market selection, roll/contract handling, and execution practices were left to judgment or circumstance. Many would argue the philosophy behind the Turtles mattered as much as the rules themselves, and differing interpretations - [Concentration, Catalysts, and Crickets: Brewing the Perfect Slippage Storm](https://georgepruitt.com/concentration-catalysts-and-crickets-brewing-the-perfect-slippage-storm/) - In today's trading environment where a single stock dominates an index, you must be careful with your order placement (if you can) around potentially large news events. I am late with this post, but my client (I program for him) suffered through a Perfect Slippage Storm. A short-term system is only as good as its - [Can the Recursive Gaussian Channel Beat the Battle Tested Bollinger Band?](https://georgepruitt.com/can-the-recursive-gaussian-channel-beat-the-battle-tested-bollinger-band/) - Bridging 19th‑century mathematics and 21st‑century trading methods A client sent me what looked like a simple indicator written in TradingView’s Pine Script—though I didn’t realize it was Pine at first—and asked if I could port it to EasyLanguage (or PowerLanguage for MultiCharts). If you Google “Gaussian Channel Donovan Wall TradingView,” you’ll find the original code. - [EasyLanguage Version Control and Back Up](https://georgepruitt.com/easylanguage-version-control-and-back-up/) - I Can't Believe I Just Lost All My Studies! “How can I not restore it? I back up my files every week!" Have you found yourself in this same predicament before. Somehow, I’ve lost my code more times than I care to admit. The TradeStation and MultiCharts paradigm of requiring us to store our precious - [Unlocking Sequential™ in EasyLanguage via Dueling Finite State Machines](https://georgepruitt.com/unlocking-sequential-in-easylanguage-via-dueling-finite-state-machines/) - Disclaimer:"Sequential™" is a registered trademark of Tom Demark. This post presents an independent, educational interpretation of the components of the Sequential™ pattern as described in Tom Demark’s book, The New Science of Technical Analysis. The analysis, opinions, and code examples provided herein are solely those of the author and are intended for informational and educational - [Some EasyLanguage Functions Are Really "Classy"](https://georgepruitt.com/some-easylanguage-functions-are-really-classy/) - The Series Function is very special When a function accesses a previously stored value of one of its own variables, it essentially becomes a “series” function. Few programming languages offer this convenience out of the box. The ability to automatically remember a function’s internal state from one bar (or time step) to the next is - [Use Python and ChatGPT to fill the gaps of TradeStation](https://georgepruitt.com/use-python-and-chatgpt-to-fill-the-gaps-of-tradestation/) - Merge Equity Curves 2.0 Exporting Strategy Performance XML files that use 15 years of 5-minute bars can be cumbersome. Using Maestro can be cumbersome too. I know there are great programs out there that will quickly analyze the XML files and do what we are about to do plus a bunch more. But if you - [RMI Trend Sniper in EasyLanguage](https://georgepruitt.com/rmi-trend-sniper-in-easylanguage/) - RMI Trend Sniper Indicator - Described on ProRealTime in PR Code. RMI Trend Sniper Indicator - Indicators - ProRealTime RMI Trend Sniper: An Innovative Trading Indicator The following is from the RealCode website - I have just copied and pasted this here. Here is the header information that provides credit to the original programmer. Here - [Dr. ChatGPT, or How I Learned to Stop Worrying and Love AI.](https://georgepruitt.com/dr-chatgpt-or-how-i-learned-to-stop-worrying-and-love-ai/) - Embracing AI: The Journey from Skepticism to Synergy with ChatGPT. Using TradeStation XML output, Python and ChatGPT to create a commercial level Portfolio Optimizer. As a young and curious child my parents would buy me RadioShack Science Fair Kits, chemistry sets, a microscope and rockets. I learned enough chemistry to make rotten egg gas. I - [Build your Technical/Trading Library for less than $150](https://georgepruitt.com/build-your-technical-trading-library-for-less-than-150/) - Great books that are dirt cheap! These books cover a wide range of technical analysis and trading topics. I have read and/or utilized ideas from these books for developing trading ideas and in help writing my own books. I wanted to see what I could get for less than $13 a book. I was pleasantly - [Should you use a profit taking algorithm in your Trend Following system?](https://georgepruitt.com/should-you-use-a-profit-taking-algorithm-in-your-trend-following-system/) - If letting profits run is key to the success of a trend following approach, is there a way to take profit without diminishing returns? Most trend following approaches win less than 40% of the time. So, the big profitable trades are what saves the day for this type of trading approach. However, it is pure - [Buy in November, Sell in May Strategy Framework](https://georgepruitt.com/buy-in-november-sell-in-may-strategy-framework/) - Thanks to Jeff Swanson for the basis of this post I like to post something educational at least once a month. Sometimes, it's difficult to come up with stuff to write about. Jeff really got me thinking with his Buy November... post. Check out his post "Riding the Market Waves: How to Surf Seasonal Trends - [Prune Your Trend Following Algorithm](https://georgepruitt.com/prune-your-trend-following-algorithm/) - Multiple trading decisions based on "logic" may not add to the bottom line In this post, I will present a trend following system that uses four exit techniques. These techniques are based on experience and also logic. The problem with using multiple exit techniques is that it is difficult to see the synergy that is - [Is your Big Point Value right?](https://georgepruitt.com/is-your-big-point-value-right/) - Thinking of using futures data from a vendor such as CSI, Pinnacle, Norgate...? You would be surprised how many quants still use Excel or they own homegrown back-testing software. Determining trade execution is simple. On a stop order, all you need to do is see if today's bar is higher than the prior bars calculated - [Check out my interview in Traders' Magazine [Germany]](https://georgepruitt.com/check-out-my-interview-in-traders-magazine-germany/) - INTERVIEW WITH THE GERMANY BASED TRADERS´ Magazine 05.2024 (May 2024 Issue) traders-mag.com Note from George - Original text was written in German. The text below is translated without modification. George Pruitt was Director of Research at Futures Truth for 30 years. During this time he checked the performance of more than 1000 trading strategies that - [Multi-Agents and the Power of the Series Function](https://georgepruitt.com/multi-agents-and-the-power-of-the-series-function/) - Jeff Swanson wrote a great post on multi-agent trading a few years ago. Jeff created a simple mean reversion system and then created two derivatives that culminated in three systems (or three agents.) Using Murray Ruggiero's Equity Curve Feedback, he was able to poll which system was doing the best, synthetically, and execute the strategy - [Trading Before and After Holidays](https://georgepruitt.com/trading-before-and-after-holidays/) - Morgan Stanley Research Idea from 2018 In May of 2018 Morgan Stanley presented a report from their research department. The report was written by Tony Small and Matthew Hornbach. The information presented validated the idea of seasonality in the markets. The writers/researchers gathered all the data going back to 1984 on the ten-year futures and - [How to Fix the Fixed Fractional Position Size](https://georgepruitt.com/how-to-fix-the-fixed-fractional-position-size/) - The Fixed Fractional position sizing scheme is the most popular, so why does it need fixed? Problems solved with Fixed Fractional: Efficient usage of trading capital Trade size normalization between different futures contracts Trade size normalization across different market environments These are very good reasons why you should use positions sizing. Problem #2 doesn't apply - [How To Test and Optimize Turn of the Month Seasonality](https://georgepruitt.com/how-to-test-and-optimize-turn-of-the-month-seasonality/) - Historical evidence suggests a potential seasonal pattern around the end of the month in the markets. If you have been involved with the markets for even a short period of time, you have heard about this trade. Buy N days prior to the end of the month and then exit M days after the end - [Happy New Year and some code tidbits](https://georgepruitt.com/happy-new-year-and-some-code-tidbits/) - Dollar Cost Averaging Algorithm - Buy X amount every other Monday! I am not going to get into this controversial approach to trading. But in many cases, you have to do this because of the limitations of your retirement plan. Hey if you get free matching dough, then what can you say. Check this out! - [A Timely Function in EasyLanguage](https://georgepruitt.com/a-timely-function-in-easylanguage/) - Learn how to constrain trading between a Start and End Time - not so "easy-peasy" Why waste time on this? Is Time > StartTime and Time StartTime. But what happens when EndTime < StartTime. Meaning that you start trading yesterday, prior to midnight, and - [Pyramania Levels with 24-Hour Session - Free Code](https://georgepruitt.com/pyramania-levels-with-24-hour-session-free-code/) - Easing Into EasyLanguage-DayTrade Edition [On SALE Now thru November] EZ-DT Pyramania is a strategy I introduced in the Day Trade Edition. The logic is rather simple - pyramid as the market moves through multiple levels during the trading day. - buy, buy, buy, dump or buy, dump, short, short, short, dump. The distance between the - [Can You Turn Failure into Success?](https://georgepruitt.com/can-you-turn-failure-into-success/) - Have You Ever Wondered If You Just Reversed the Logic? You have been there before. What you thought was a great trading idea turns out to be a big flop. We have all developed these types of algorithms. Then it hits you, just flip the logic and in turn the equity curve. Hold your horses! - [Updated Code That Works With Midnight Time Stamp](https://georgepruitt.com/updated-code-that-works-with-midnight-time-stamp/) - Updated Code for the Midnight Hour UPDATE: October 12, 2023. I found an error in the code. I will comment it out and show you the correction. Copy and paste can get you into trouble. I was working with some code for my latest book - Easing Into EasyLanguage - The Hi-Res Edition and streamlined - [Should we just ignore rollovers in back-testing futures?](https://georgepruitt.com/should-we-just-ignore-rollovers-in-futures-trading/) - To Rollover or not to Rollover - that is the Question! In actuality that is only a portion of what we need to ask ourselves when dealing with rollovers and data. As you probably already know, continuous futures contracts are created by adjusting historic data in an attempt to eliminate the gap between the new - [Replicating Daily Bar Daytrade with Intraday Data - EasyLanguage](https://georgepruitt.com/replicating-daily-bar-daytrade-with-intraday-data-easylanguage/) - Daily Bar Daytrade to 5 Minute Bars -- Not So Easy! Like in the previous post, I designed a simple optimization framework trying to determine the best day of the week to apply a long only volatility based open range break out algorithm on natural gas. You might first ask why natural gas? Its a - [On the Subject of Data Mining with EasyLanguage](https://georgepruitt.com/on-the-subject-of-data-mining-with-easylanguage/) - When Mining for Data, Make Sure You Have Accurate Data Take a look at these results with no execution costs. These results were derived by applying a simple algorithm to the natural gas futures for the past 15 or so years. I wanted to see if there was a day of the week that produced - [Extend Data Mining to Actual Trading System](https://georgepruitt.com/extend-data-mining-to-actual-trading-system/) - Data Mining May or May Not Link Causality A study between ice cream sales and crime rate demonstrated a high level of correlation. However, it would be illogical to assume that buying more ice cream leads to more crime. There are just too many other factors and variables involved to draw a conclusion. So, data - [The Day Trading Edition of Easing Into EasyLanguage Now Available!](https://georgepruitt.com/the-day-trading-edition-of-easing-into-easylanguage-now-available/) - Learn Pyramiding, Scaling In or Out, Camarilla, Break Out and Clear Out techniques in day trading environment. Chapter 1 - Open Range Break Out and other Sundries Chapter 2 - Improving Our ORBO with Pattern Recognition Chapter 3 - Time based Breakout Chapter 4 - Trading After the Lunch Break Chapter 5 - Extending Our - [Williams Awesome Oscillator Indicator and Strategy](https://georgepruitt.com/williams-awesome-oscillator-indicator-and-strategy/) - Awesome Oscillator This is a very simple yet telling analysis. Here is the EasyLanguage: And here is what it looks like: The code reveals a value that oscillates around 0. First calculate the difference between the 5-day moving average of the daily midPoint (H+ L)/2 and the 34-day moving average of the midPoint. A - [EasyLanguage to Determine Week Of Month](https://georgepruitt.com/easylanguage-to-determine-week-of-month/) - Week Of Month I could be wrong, but I couldn't find this functionality in EasyLanguage. I was testing a strategy that didn't want to trade a specific week of the month. If it's not built-in, then it must be created. I coded this functionality in Sheldon Knight's Seasonality indicator but wanted to create a simplified - [Reentry of Long at better price](https://georgepruitt.com/reentry-of-long-at-better-price/) - How to reenter at a better price after a stop loss A reader of this blog wanted to know how he could reenter a position at a better price if the first attempt turned out to be a loser. Here I am working with 5 minute bars, but the concepts work for daily bars too. - [The EasyLanguage Function: A Thing of Beauty](https://georgepruitt.com/the-easylanguage-function-a-thing-of-beauty/) - Is there something magical about an Easy Language Function? - [Testing Seasonal Tendencies with an EasyLanguage Template](https://georgepruitt.com/testing-seasonal-tendencies-with-an-easylanguage-template/) - Have you discovered a seasonal tendency but can't figure out how to test it? Are there certain times of the year when a commodity increases in price and then recedes? In many markets this is the case. Crude oil seems to go up during the summer months and then chills out in the fall. It - [Helpful Code to Accurately Back Test Day Trading Systems with EasyLanguage](https://georgepruitt.com/helpful-code-to-accurately-back-test-day-trading-systems-with-easylanguage/) - The Clear Out Pattern This pattern has been around for many years, and is still useful today in a day trading scheme. The pattern is quite simple: if today's high exceeds yesterday's high by a certain amount, then sell short as the market moves back through yesterday's high. There are certain components of yesterday's daily - [The ES 500 (futures) Seasonal Day Trade](https://georgepruitt.com/the-es-500-futures-seasonal-day-trade/) - Complete Strategy based on Sheldon Knight and William Brower Research In my Easing Into EasyLanguage: Hi-Res Edition, I discuss the famous statistician and trader Sheldon Knight and his K-DATA Time Line. This time line enumerated each day of the year using the following nomenclature: First Monday in December = 1stMonDec Second Friday in April = - [Data Aliasing with Minute Bars](https://georgepruitt.com/data-aliasing-with-minute-bars/) - Why It Is Important to Connect Variables with Correct Time Frame I had a question about data aliasing from a reader of this blog. Here is the debug code I used in the form of an Indicator. If you have a higher resolution as Data 1 (5 minute in this case) than Data 2 (15 - [Can Futures Traders Trust Continuous Contracts? [Part - 2]](https://georgepruitt.com/can-futures-traders-trust-continuous-contracts-part-2/) - Recap from Part -1 I had to wrap up Part -1 rather quickly and probably didn't get my ideas across, completely. Here is what we did in Part - 1. used my function to locate the First Notice Date in crude used the same function to print out exact EasyLanguage syntax chose to roll eight - [Can Futures Traders Trust Continuous Contracts? [Part - 1]](https://georgepruitt.com/can-futures-traders-trust-continuous-contracts-part-1/) - Well You Have To, Don't You? When I worked at Futures Truth, we tested everything with our Excalibur software. This software used individual contract data and loaded the entire history (well, the part we maintained) of each contract into memory and executed rollovers at a certain time of the month. Excalibur had its limitations as - [Trading the Equity Curve - Part 1 of N?](https://georgepruitt.com/trading-the-equity-curve-part-1-of-n/) - Only Trade the Best Segments of the Equity Curve - Cut Out Drawdown and Take Advantage of Run Ups! Really? Equity curve feedback has been around for many years and seems highly logical, but one can't get an industry-wide agreement on its benefit. The main problem is to know when to turn trading off and - [Advanced Topics Edition of Easing Into EasyLanguage - NOW AVAILABLE!](https://georgepruitt.com/advanced-topics-edition-of-easing-into-easylanguage-now-available/) - Advanced Edition is now Available The last book in the Easing Into EasyLanguage Series has finally been put to bed. Unlike the first two books in the series, where the major focus and objective was to introduce basic programming ideas to help get new EasyLanguages users up to speed, this edition introduces more Advanced topics - [A Tribute to Murray and His Inter-Market Research](https://georgepruitt.com/a-tribute-to-murray-and-his-inter-market-research/) - Murray Ruggiero's Inter-Market Research Well it's been a year, this month, that Murray passed away. I was fortunate to work with him on many of his projects and learned quite a bit about inter-market convergence and divergence. Honestly, I wasn't that into it, but you couldn't argue with his results. A strategy that he developed - [Using Gradient to Shade Between Plots](https://georgepruitt.com/using-gradient-to-shade-between-plots/) - Quickly Analyze Market Metrics with Gradient Based Shading This is a simple indicator but it does involve some semi-advanced topics. Just to let you know I am working on the third book in the Easing Into EasyLanguage series. If you haven't check out the first two, you might just want to head over to amazon - [Using EXCEL VBA to Combine Equity Curves from TradeStation](https://georgepruitt.com/using-excel-vba-to-combine-equity-curves-from-tradestation/) - A Poor Man's Equity Curve Merger Sometimes you just want to create a combined equity curve of several markets and for one reason or another you don't want to use Maestro. This post will show you an indicator that you can insert into your TradeStation chart/strategies that will output monthly cumulative equity readings. After that - [Super Trend Indicator in EasyLanguage](https://georgepruitt.com/super-trend-indicator-in-easylanguage/) - SuperTrend Indicator - What Is It? SuperTrend is a trading strategy and indicator all built into one entity. There are a couple of versions floating around out there. MultiCharts and Sierra Chart both have slightly different flavors of this combo approach. Ratcheting Trailing Stop Paradigm This indic/strat falls into this category of algorithm. The indicator - [Tracking Last EntryPrice While Pyramiding on Minute Bars](https://georgepruitt.com/tracking-last-entryprice-while-pyramiding-on-minute-bars/) - EasyLanguage's EntryPrice Doesn't Cut the Mustard In writing the Hi-Res edition of Easing Into EasyLanguage I should have included this sample program. I do point out the limitations of the EntryPrice keyword/function in the book. But recently I was tasked to create a pyramiding scheme template that used minute bars and would initiate a position - [Another Good Year For Trend Following](https://georgepruitt.com/another-good-year-for-trend-following/) - Take a Look at the Last Two Years Simple Donchian on a one contract basis. $100 Commission/slippage. Tested from 2000 thru December 31, 2021. Do you see why most trend followers failed after the 2008 monstrous year. Many funds caught the 2008 move and more funds were added soon thereafter. Promises of similar performance came - [Easing Into EasyLanguage: Hi-Res Edition Now Available](https://georgepruitt.com/easing-into-easylanguage-hi-res-edition-now-available/) - Hi-Res Is Now Available Easing Into EasyLanguage : The Hi-Res Edition This is my second book in the Easing Into EasyLanguage [EZNGN2EZLANG] series of books. Here are the table of contents. Contents Introduction About Website Computer Code and Fonts In Print Version Using EasyLanguage to Program on Minute Intervals? Tutorial 14 - Why Do I - [EasyLanguage Code for Day of Week Analysis with Day Trading Algo](https://georgepruitt.com/easylanguage-code-for-day-of-week-analysis-with-day-trading-algo/) - D of W Analysis How important is a day of week analysis? Many pundits would of course state that it is very important, especially when dealing with a day trading algorithm. Others would disagree. With the increase in market efficiency maybe this study is not as important as it once was, but it is another - [Passing and Accessing Multidimensional Array in a Function](https://georgepruitt.com/passing-and-accessing-multidimensional-array-in-a-function/) - Before the days of OOEL and more advanced data structures, such as vectors, you had to work with multidimensional arrays. The problem with arrays is you have to do all the housekeeping whereas with vectors the housekeeping is handled internally. Yes, vectors in many cases would be the most efficient approach, but if you are - [The Foundation Edition - First Book In Easing Into EasyLanguage](https://georgepruitt.com/the-foundation-edition-first-book-in-easing-into-easylanguage/) - Hello to All! I just published the first book in this series. It is the Foundation Edition and is designed for the new user of EasyLanguage or for those you would like to have a refresher course. There are 13 total tutorials ranging from creating Strategies to PaintBars. Learn how to create your own functions - [If You Can't Go Forward, Then Go Backward [Back To The Future]](https://georgepruitt.com/if-you-cant-go-forward-then-go-backward-back-to-the-future/) - Calculate MAE/MFE 30 Bars after A Signal A very astute reader of this blog brought a snippet of code that looks like EasyLanguage and sort of behaves like it, but not exactly. This code was presented on the exceptional blog of Quant Trader posted by Kahler Philipp. He used some of the ideas from Dave - [Murray Ruggiero](https://georgepruitt.com/murray-ruggiero/) - Goodbye my old friend! I first spoke to Murray in 1989 when he worked with Promise Land Technologies - an AI company that improved trading signals and I worked at Futures Truth. He went from there to form his own companies and become an editor of Futures Magazine. He developed one of the best back testing - [Converting Method() To Function - MultiCharts](https://georgepruitt.com/converting-method-to-function-multicharts/) - MultiCharts Doesn't Support Methods Methods are wonderful tools that are just like functions, but you can put them right into your Analysis Technique and they can share the variables that are defined outside the Method. Here is an example that I have posted previously. Note: This was in response to a question I got on - [Videos Describing Free ES.D DayTrade System](https://georgepruitt.com/videos-describing-free-es-d-daytrade-system/) - Videos Published Explaining Code for the ES.D DayTrade (V-ORBO) Strategy Two videos have been uploaded to youTube describing the strategy and strategy based indicator that I discussed in the prior post. Here is todays action (Friday 9th of April). What's In The Videos? Getting the Shading of the Break Out Box requires some tweaking of - [Volatility, Volatility, Volatility - A Building Block for Day Trading the ES.D - Free System](https://georgepruitt.com/volatility-volatility-volatility-a-building-block-for-day-trading-the-es-d-free-system/) - Did that Title get your Attention? I didn't say a very good Free System! This code is really cool so I thought I would share with you. Take a look at this rather cool picture. Thanks to a reader of this blog (AG), I got this idea and programmed a very simple day trading system - [EasyLanguage Programming Workshop Part 1: 2D Array, Print Format, and Loops](https://georgepruitt.com/easylanguage-programming-workshop-part-1-2d-array-print-format-and-loops/) - Storing Trades for Later Use in a 2D Array Since this is part 1 we are just going to go over a very simple system: SAR (stop and reverse) at highest/lowest high/low for past 20 days. A 2D Array in EasyLanguage is Immutable Meaning that once you create an array all of the data types - [Updated Pattern Smasher in EasyLanguage](https://georgepruitt.com/updated-pattern-smasher-in-easylanguage/) - Update To Original Pattern Smasher What will you learn : string manipulation, for-loops, optimization Before proceeding I would suggest reading my original post on this subject. If you believe the relationship of the last few bars of data can help determine future market direction, then this post will be in you wheel house. Another - [Daily Bar Ratcheting Stop and Conditional Optimization](https://georgepruitt.com/daily-bar-ratcheting-stop-and-conditional-optimization/) -  Happy New Year! My First Post of 2021! In this post I simply wanted to convert the intraday ratcheting stop mechanism that I previously posted into a daily bar mechanism. Well that got me thinking of how many different values could be used as the amount to ratchet. I came up with three: I - [Why Do I Need to Test with Intraday Data](https://georgepruitt.com/why-do-i-need-to-test-with-intraday-data/) - Why Can't I Just Test with Daily Bars and Use Look-Inside Bar? Good question. You can't because it doesn't work accurately all of the time. I just default to using 5 minute or less bars whenever I need to. A large portion of short term, including day trade, systems need to know the intra day - [ES.D Strategy with Ratcheting Trailing Stop [Intra-Day] - EasyLanguage](https://georgepruitt.com/es-d-strategy-with-ratcheting-trailing-stop-intra-day-easylanguage/) - ES.D Strategy Utilizing Ratchet Trailing Stop A reader of this blog wanted a conversion from my Ratchet Trailing Stop indicator into a Strategy. You will notice a very close similarity with the indicator code as the code for this strategy. This is a simple N-Bar [Hi/Lo] break out with inputs for the RatchetAmt and TrailAmt. - [A Simple Break Out Algorithm Demonstrating Time Optimization](https://georgepruitt.com/a-simple-break-out-algorithm-demonstrating-time-optimization/) - What is Better: 30, 60, or 120 Minute Break-Out on ES.D Here is a simple tutorial you can use as a foundation to build a potentially profitable day trading system. Here we wait N minutes after the open and then buy the high of the day or short the low of the day and apply - [Highly Illogical - Best Guess Doesn't Match Reality](https://georgepruitt.com/highly-illogical-best-guess-doesnt-match-reality/) - An ES Break-Out System with Unexpected Parameters I was recently testing the idea of a short term VBO strategy on the ES utilizing very tight stops. I wanted to see if using a tight ATR stop in concert with the entry day's low (for buys) would cut down on losses after a break out. In - [Converting A String Date To A Number - String Manipulation in EasyLanguage](https://georgepruitt.com/converting-a-string-date-to-a-number-string-manipulation-in-easylanguage/) - EasyLanguage Includes a Powerful String Manipulation Library I thought I would share this function. I needed to convert a date string (not a number per se) like "20010115" or "2001/01/15" or "01/15/2001" or "2001-01-15" into a date that TradeStation would understand. The function had to be flexible enough to accept the four different formats listed - [The Complete Turtle EasyLanguage [Well About as Close as You Can Get]](https://georgepruitt.com/the-complete-turtle-easylanguage-well-about-as-close-as-you-can-get/) - The Complete Turtle EasyLanguage - Almost! I have seen a plethora of posts on the Turtle trading strategies where the rules and code are provided. The codes range from a mere Donchian breakout to a fairly close representation. Without dynamic portfolio feedback its rather impossible to program the portfolio constraints as explained by Curtis Faith - [Implementing Finite State Machine Functionality with EasyLanguage (Last Trade Was Loser Filter a la Turtle)](https://georgepruitt.com/implementing-finite-state-machine-functionality-with-easylanguage-last-trade-was-loser-filter-a-la-turtle/) - Last Trade Was a Loser Filter - To Use or Not To Use Premise A major component of the Turtle algorithm was to skip the subsequent 20-day break out if the prior was a winner. I guess Dennis believed the success/failure of a trade had an impact on the outcome of the subsequent trade. I - [Turn of the Month Trading Strategy [Stock Indices Only]](https://georgepruitt.com/turn-of-the-month-trading-strategy-stock-indices-only/) - The System This system has been around for several years. Its based on the belief that fund managers start pouring money into the market near the end of the month and this creates momentum that lasts for just a few days. The original system states to enter the market on the close of the last - [Ratio Adjusted versus Point Adjusted Contracts in TradeStation Part 2](https://georgepruitt.com/ratio-adjusted-versus-point-adjusted-contracts-in-tradestation-part-2/) - Thomas Stridsman quote from his "Trading Systems That Work Book" The benefits of the RAD contract also become evident when you want to put together a multimarket portfolio...For now we only state that the percentage based calculations do not take into consideration how many contracts you're trading and, therefore, give each market an equal weighting - [Ratio Adjusted versus Pointed Adjusted Contracts in TradeStation - Part 1](https://georgepruitt.com/ratio-adjusted-versus-pointed-adjusted-contracts-in-tradestation-part-1/) - If you play around with TradeStation's custom futures capabilities you will discover you can create different adjusted continuous contracts. Take a look at this picture: Both charts look the same and the trades enter and exit at the same locations in relation to the respective price charts. However, take a look at the Price Scale - [Super Combo Day Tradng System A 2020 Redo!](https://georgepruitt.com/super-combo-day-traidng-system-a-2020-redo/) - If you have some time on your hands and you want to build your own Frankenstein monster from a parts bin, here is your chance. The Super Combo Day Trading System was originally published in my "Building Winning Trading Systems" book back in 2001. I designed it to be more of a tutorial than a - [A Quant's ToolBox: Beautiful Soup, Python, Excel and EasyLanguage](https://georgepruitt.com/a-quants-toolbox-beautiful-soup-python-excel-and-easylanguage/) - Many Times It Takes Multiple Tools to Get the Job Done Just like a mechanic, a Quant needs tools to accomplish many programming tasks. In this post, I use a toolbox to construct an EasyLanguage function that will test a date and determine if it is considered a Holiday in the eyes of the NYSE. - [Free Trend Following System with Indicator Tracker](https://georgepruitt.com/free-trend-following-system-with-indicator-tracker/) - Free Trend Following System Here is a free Trend Following System that I read about on Andreas Clenow's www.followthetrend.com website and from his book. This is my interpretation of the rules as they were explained. However the main impetus behind this post wasn't to provide a free trading system, but to show how you can - [The Cure for the Common Trend Follower - SOTF Part 2](https://georgepruitt.com/the-cure-for-the-common-trend-follower-sotf-part-2/) - Clenow's algorithm is definitely an indicator for the current State of Trend Following (SOTF). However, the 3 X ATR trailing stop mechanism actually dampens the profit/draw down ratio. Take a look at this chart. All Trend Following mechanisms have a very common thread in their entry mechanisms. The thing that separates them is the preemptive - [State of Trend Following - Part 1](https://georgepruitt.com/state-of-trend-following-part-1/) - Clenow's Trend Following System Its a new decade! Time to see what's up with Trend Following. I am a huge fan of Andreas Clenow's books, and how he demonstrated that a typical trader could replicate the performance of most large Trend Following CTAs and not pay the 2% / 20% management/incentive combo fees. So. I - [A Christmas Project for TradeStation Day-Traders](https://georgepruitt.com/a-christmas-project-for-tradestation-day-traders/) - Here is a neat little day trader system that takes advantage of what some technicians call a "CLEAR OUT" trade. Basically traders push the market through yesterday's high and then when everybody jumps on board they pull the rug out from beneath you. This strategy tries to take advantage of this. As is its OK, - [An Introductory Video for TradingSimula18 - From My Latest Book](https://georgepruitt.com/an-introductory-video-for-tradingsimula18-from-my-latest-book/) - Just a very quick video to give you an idea on how easy it is to get up and running. This is a Bollinger Band Script that is included in Trend Following Systems: A DIY Project - Batteries Included https://youtu.be/i8-sVGLGcfM - [Get My Latest Book-TrendFollowing Systems: A DIY Project - Batteries Included](https://georgepruitt.com/get-my-latest-book-trendfollowing-systems-a-diy-project-batteries-included/) - Just wanted to let you know that my latest book has just been published. Trend Following Systems: A DIY Project - Batteries Included: Can You Reboot and Fix Yesterday's Algorithms to Work with Today's Markets? Trend Following Systems: A DIY Project - Batteries Included This book introduces my new Python back-tester, TradingSimula-18. It is completely - [EasyLanguage Code for Optimal F (Multi-Charts and VBA too!)](https://georgepruitt.com/easylanguage-code-for-optimal-f-multi-charts-and-vba-too/) - Optimal F in EasyLanguage for TradeStation and MultiCharts Here is the code for the Optimal F calculation. For a really good explanation of Optimal f, I refer you to Ralph Vince's Book Portfolio Management FORMULAS. We had programmed this years ago for our Excalibur software and I was surprised the EasyLanguage code was not really - [Testing Keith Fitschen's Bar Scoring with Pattern Smasher](https://georgepruitt.com/testing-keith-fitschens-bar-scoring-with-pattern-smasher/) - Keith's Book Thanks to MJ for planting the seed for this post. If you were one of the lucky ones to get Keith's "Building Reliable Trading Systems - Tradable Strategies that Perform as They Backtest and Meet Your Risk-Reward Goals" book by John Wiley 2013 at the list price of $75 count yourself lucky. The - [How To Program A Ratcheting Stop in EasyLanguage](https://georgepruitt.com/how-to-program-a-ratcheting-stop-in-easylanguage/) - I have always been a big fan of trailing stops. They serve two purposes - lock in some profit and give the market room to vacillate. A pure trailing stop will move up as the market makes new highs, but a ratcheting stop (my version) only moves up when a certain increment or multiple of - [Question on Multiple Time Indicator [Discrete Bars]](https://georgepruitt.com/question-on-multiple-time-indicator-discrete-bars/) - A reader of this blog proffered an excellent question on this indicator. I hope this post answers his question and I am always open to any input that might improve my coding! Because I use BarNumber in my MODULUS calculation the different time frames that I keep track of may not align with the time - [Passing a Two Dimensional Array to a Function- EasyLanguage](https://georgepruitt.com/passing-a-two-dimensional-array-to-a-function-easylanguage/) - In this post, I want to share some code that I was surprised wasn't really all that accessible. I was in need of passing a 2-D array to a function and couldn't remember the exact syntax. The semantics of the problem is pretty straightforward. Build Array Pass Array as Reference Unpack Array Do Calculation A - [MULTI-TIME FRAME - KEEPING TRACK OF DISCRETE TIME FRAMES](https://georgepruitt.com/multi-time-frame-keeping-track-of-discrete-time-frames/) - Just a quick post here. I was asked how to keep track of the opening price for each time frame from our original Multi-Time Frame indicator and I was answering the question when I thought about modifying the indicator. This version keeps track of each discrete time frame. The original simply looked back a multiple - [Using a Dictionary to Create a Trading System](https://georgepruitt.com/using-a-dictionary-to-create-a-trading-system/) - Dictionary Recap Last month's post on using the elcollections dictionary was a little thin so I wanted to elaborate on it and also develop a trading system around the best patterns that are stored in the dictionary. The concept of the dictionary exists in most programming languages and almost all the time uses the (key)-->value - [Using A Dictionary to Store Chart Patterns in EasyLanguage](https://georgepruitt.com/using-a-dictionary-to-store-chart-patterns-in-easylanguage/) - Dictionary - Another Cool Collection Object The dictionary object in EasyLanguage works just like a real dictionary. It stores values that referenced by a key. In a real-life dictionary, the keys would be words and the values would be the definitions of those words. An Introduction This little bit of code just barely skims the - [Multi-Time Frame - Using Built-in Indicators and Multi Data Charts](https://georgepruitt.com/multi-time-frame-using-built-in-indicators-and-multi-data-charts/) - A reader of this blog wanted to be able to use different time frames and some built-in indicators and output the information in a similar fashion as I did in the original MTF post. There are numerous ways to program this but the two easiest are to use data structures such as arrays or vectors - [Programming a Multi-Time Frame Indicator in EasyLanguage](https://georgepruitt.com/programming-a-multi-time-frame-indicator-in-easylanguage/) - Take a look at this indictor. This indicator plots five different time frames as a stacked chart. The circles or dots at the bottom represent the difference between the closing price of each time frame and its associated pivot price [(high + low + close)/3]. The value plotted at 4, in this case, represents the - [Working Around 0:00 Time in EasyLanguage](https://georgepruitt.com/working-around-000-time-in-easylanguage/) - Let's say you want to carve out a special session of data from the 24-hour data session - maybe keep track of the highest high and lowest low from 9:00 p.m. to 4:00 p.m. the next day. How would you do it? To start with you would need to reset the highest high and lowest - [Calculating Position Size with Optimal F](https://georgepruitt.com/calculating-position-size-with-optimal-f/) - I had a reader of the blog ask how to use Optimal F. That was really a great question. A few posts back I provided the OptimalFGeo function but didn't demonstrate on how to use it for allocation purposes. In this post, I will do just that. I Have Optimal F - Now What? From - [A Bar Scoring System - inspired by Keith Fitschen](https://georgepruitt.com/a-bar-scoring-system-inspired-by-keith-fitschen/) - In Keith's wonderful book, "Building Reliable Trading Sytems", he reveals several algorithms that classify an instruments' movement potential. In the part of the book that is titled Scoring by a Bar Type Criterion, he describes eight different two-day patterns that involve 3 different criteriaEight different Bar-Types He looks at the relationship between today's open and today's - [What's Our Vector Victor - Tiptoeing in the EL Collections](https://georgepruitt.com/whats-our-vector-victor-tiptoeing-in-the-el-collections/) - Tired of Manipulating Arrays - Try a Vector and a Queue Vectors: An array like structure but are dynamic and have a plethora of tools at your disposal. Arrays are cool and can be multi-dimensional and can be easily manipulated. But they require a lot of forethought as to how much size to reserve for - [George's EasyLanguage BarsSince Function - How Many Bars Since?](https://georgepruitt.com/georges-easylanguage-barssince-function-how-many-bars-since/) - BarsSince Function in EasyLanguage Have you ever wondered how many bars have transpired since a certain condition was met? Some platforms provide this capability: If ExitFlag and (c crosses above average within 3 bars) then TradeStation provides the MRO (Most Recent Occurrence) function that provides a very similar capability. The only problem with this function - [An ES Day Trading Model Explained - Part 2](https://georgepruitt.com/an-es-day-trading-model-explained-part-2/) - This is a continuation post or Part 2 of the development of the ES day trading system with EasyLanguage. If you can understand this model you can basically program any of your day trading ideas. Inputs Again: First I want to revisit our list of inputs and make a couple of changes before proceeding. If we - [An ES Day Trading Model Explained - Part 1](https://georgepruitt.com/an-es-day-trading-model-explained-part-1/) - Open Range BreakOut with Trade Management How difficult is it to program a day trading system using an open range break out, protective stop and a trailing stop? Let's see. I started working on this and it got a little more detailed than I wanted so I have now split it up into two posts. - [The Perfect System](https://georgepruitt.com/the-perfect-system/) - WARNING CHEATING AHEAD ;-) There is no Holy Grail! Having the results of a Perfect Profit System for any given market can be helpful when trying to determine the quality and viability of one's own algorithm (ala Bob Pardo - The Evaluation and Optimization of Trading Strategies). The level of correlation between a user defined - [Function Variable Data Survives Between Calls](https://georgepruitt.com/function-variable-data-survives-between-calls/) - Function Variable Data Survives from One Call to the Next - A Pretty Nifty Tool in EasyLanguage! Creating a function that can store data and then have that data survive on successive function calls without having to pass information back and forth is really a cool and powerful tool in EasyLanguage. In most programming languages, - [Python Script To Import List of Trades into TradeStation's EasyLanguage - Sort of](https://georgepruitt.com/python-script-to-import-list-of-trades-into-tradestations-easylanguage-sort-of/) - Converting A List of Trades, Dates and Prices Into EasyLanguage Arrays: As the old saying goes "a picture is worth a thousand words!" Have you ever been given a list of trades like this: But really wanted to see this: I have created a small Python script that will take a list of trades like - [Using TradeStation's COT Indicator to Develop a Trading System](https://georgepruitt.com/using-tradestations-cot-indicator-to-develop-a-trading-system/) - TradeStation's COT (Commitment of Traders) Indicator: TradeStation now includes the historic COT (Commitment of Traders) report in the form of an indicator. If you can plot it then you can use it in a Strategy. The following code listing takes the Indicator code and with very few modifications turns it into a trading system. Line - [Back Adjusted Continuous Contract Data from Quandl](https://georgepruitt.com/back-adjusted-continuous-contract-data-from-quandl/) - I finally got around to programming an easy Python down loader for CME data from Quandl. I promised this in my last book, but haven't got that many requests. On the Ultimate Algorithmic Trading System.... page I have provided some data going back to early 2008 on several markers. This is a work in progress. - [Anatomy Of Mean Reversion in EasyLanguage](https://georgepruitt.com/anatomy-of-mean-reversion-in-easylanguage/) - Look at this equity curve: As long as you are in a bull market buying dips can be very consistent and profitable. But you want to use some type of entry signal and trade management other than just buying a dip and selling a rally. Here is the anatomy of a mean reversion trading algorithm - [Making Trading Decisions on Current Month's Profit/Loss](https://georgepruitt.com/making-trading-decisions-on-current-months-profit-loss/) - Keeping track of intra-month profit or loss In real time trading I have noticed that once you reach a certain loss for the month its best, sometimes, to circle the wagons and quit trading until the beginning of the next month. This concept works best for very short term or day trade algorithms, as its - [How to Create a Dominant Cycle Class in Python](https://georgepruitt.com/how-to-create-a-dominant-cycle-class-in-python/) - John Ehlers used the following EasyLanguage code to calculate the Dominant Cycle in a small sample of data. If you are interested in cycles and noise reduction, definitely check out the books by John Ehlers - "Rocket Science for Traders" or "Cybernetic Analysis for Stocks and Futures." I am doing some research in this area - [Mean Reversion Regime Change?](https://georgepruitt.com/mean-reversion-regime-change/) - Many traders of late have done quite well buying the dips (Mean Reversion) in the stock market. I mean if you look at the big picture and just not the last two months. The hyper aggressive buyers might have bitten off more than they could chew. The laid back fully funded traders were able to - [How to Keep Track of BuysToday and SellsToday](https://georgepruitt.com/how-to-keep-of-buystoday-and-sellstoday/) - The Useful MP We all know how to use the reserved word/function MarketPosition - right? Brief summary if not - use MarketPosition to see what your current position is: -1 for short, +1 for long and 0 for flat. MarketPosition acts like a function because you can index it to see what you position was prior - [Skip Holidays in TradeStation Chart](https://georgepruitt.com/skip-holidays-tradestation-chart/) - Skipping Holidays In Your Charts If you don't like seeing blank days in your charts then make sure you tell TradeStation to skip these Holidays. It doesn't make a difference in your calculations on a historic basis - TS skips these days already, but it's more aesthetically pleasing not seeing the gaps. - [A Finite State Machine modelling a combination lock](https://georgepruitt.com/finite-state-machine-modelling-combination-lock/) - In the next few weeks I will be providing EasyLanguage code utilizing FSMs to model trading systems. Cut your teeth on this model of a combination lock. The EasyLanguage will use the Switch and Case keywords to implement these models. - [Creating Custom Symbol List in Portfolio Maestro](https://georgepruitt.com/creating-custom-symbol-list-in-portfolio-maestro/) - Here is a quick video that shows how to create a custom symbol list in TradeStation's Portfolio Maestro. I describe this in my new book, "The Ultimate Algorithmic Trading System Toolbox." The books should be released in May. Quick Video On Creating Symbol List with Portfolio Maestro - [Using Quandl Data](https://georgepruitt.com/using-quandl-data/) - If you haven't come across the great data resource Quandl.com I highly suggest in doing so. A portion of the data that I used in writing my latest book came from Quandl, specifically the wiki futures or CHRIS database. Here is the link: https://www.quandl.com/data/CHRIS There is a ton of free futures data. The different contracts - [Using Multiple Time Frames in a Strategy](https://georgepruitt.com/using-multiple-time-frames-strategy/) - I have been working on a project where the strategy combined daily and weekly bars. Keeping track of the two time frames was, at one time, not that easy. However, with TradeStation's Data Aliasing it is no problem at all. We all know that Data 1 is the highest resolution time frame and is the - [Further Clarification on Data Aliasing](https://georgepruitt.com/further-clarification-on-data-aliasing/) - [follow_me]I was speaking with Mike Chalek on the phone this weekend concerning Data Aliasing and he felt this post was a little confusing. After re-reading it I can see where he is coming from. Using the same example let me see if I can clarify: assume the trading day is Wednesday and you want to - [Implementing Turtle Algorithm into the Python Backtester](https://georgepruitt.com/implementing-turtle-algorithm-into-the-python-backtester/) - I include the Python Backtester in my latest book "The Ultimate Algorithmic Trading System Toolbox" book. A good tutorial on how to use it would be to program the Turtle Algorithm in three different parts. Here is part 1: Entry Description: Buy on stop at highest high of last twenty days. Short on lowest - [Turtle (Last Trade Was A Loser (LTL)) Filter - Part 2 in Series](https://georgepruitt.com/turtle-last-trade-loser-ltl-filter/) - How many of you believe if the last trade was a winner, the probability of the next trade being a loser is higher? The Turtles believed this and in this post I introduce the concept of filtering trades based on the prior trade's success. Here is a list of trades without the filter: 20090506 Turt20Buy - [Turtle Volatility Loss in Python Back Tester - Part 3 in Series](https://georgepruitt.com/implementing-volatility-loss-python-back-tester/) - The Turtle N or Volatility is basically a 20-day Average True Range in terms of Dollars. This amount is considered the market volatility. In other words the market, based on the average, can either move up or down by this amount. It can move much less or much further; this is just an estimate. If the market - [Macintosh version of Excel System Back-Tester Available](https://georgepruitt.com/macintosh-version-excel-system-back-tester-available/) - It was recently brought to my attention that the Excel System Back-Tester(ESB) did not function properly on the MAC OS X. In other words it bombed when trying to open a comma delimited data file and also when one tried to run an algorithm. Thanks to a purchaser of the UATSTB I was able to fix - [If You Can Do This - You Can Test Any Algorithm!](https://georgepruitt.com/simulating-with-python/) - All the unnecessary lines of the Python System Back-Testing Module have been hidden. Only the lines that you need to develop the next great algorithm are included. Reads sort of like English. This snippet introduces you to the use of functions and lists - two major components of the Python language. If you buy my latest book - [Version 2.0 of Python System Back-tester Available](https://georgepruitt.com/version-2-0-python-system-back-tester-available/) - I have just wrapped up the latest version of the Python System Back-tester (PSB). I have added some more portfolio performance metrics and you will see these in the performance reports. The most useful addition is the concept of the .POR file when you run a system. Instead of having to select your data files - [Restructuring Trade Entry with PSB](https://georgepruitt.com/restructuring-trade-entry-psb/) - It has been brought to my attention by a very astute reader of the book that the ordering of the buy/sell/longliq/shortliq directives creates a potential error by giving preference to entries. The code in the book and my examples thus far test for a true condition first in the entry logic and then in the - [Using Jupyter Notebook and Plot.ly To Create Candle Stick Chart](https://georgepruitt.com/using-jupyter-notebook-plot-ly-create-candle-stick-chart/) - In today's post I show how you can plot a very nice looking Candlestick chart inside a Jupyter (IPython) notebook. This chore is made much easier by using Plotly. So first thing you sholud do is sign up for a free account at Plotly and then download Jupyter Interactive Python notebooks. I did this in an - [Trade Entry/Exit Functions in PSB](https://georgepruitt.com/trade-entryexit-functions-psb/) - Since Python doesn't allow for a GOTO program flow structure I changed the inline trade entry/exit logic into function calls. This allows for the call of these functions to be non-sequential. The original PSB order placement was sequential and would examine the entry/exit logic in TOP-DOWN fashion. Meaning that if you put the Long Entry Logic - [Connors and Raschke (Momentum Pinball)™ EasyLanguage](https://georgepruitt.com/connors-raschke-momentum-pinball/) - In the Connors Raschke book, "Street Smarts - High Probability Short-Term Trading Strategies" published by M. Gordon Publishing Group 1995, the authors describe a strategy that incorporates several ideas and functions that can be difficult to program into TradeStation. I highly suggest purchasing the book as it has some very interesting ideas and comes from - [Day Of Week Analysis using a Method In EasyLanguage](https://georgepruitt.com/day-week-analysis-using-method-easylanguage/) - One metric that seems to be missing from TradeStation is a Day Of Week analysis. It would be nice, but I don't know how helpful, to know the $P/L breakdown on a weekday basis; does your system make all of its money on Mondays and Fridays? I created the code that will print out to - [VBA for Excel Code to Open Multiple Text Files](https://georgepruitt.com/vba-excel-code-open-multiple-text-files/) - For all of you who want to open multiple text files from within VBA here is the code that will do just that. Here I open a Open File Dialog and enable multiple file selection. I then parse the return string to gather the path and individual file names. The data is then processed - - [Don't Forget To Make Copies of your EasyLanguage in Text/ASCII](https://georgepruitt.com/dont-forget-make-copies-easylanguage-textascii/) - Well it happened again. I had four analysis techniques open in my TradeStation Development Environment and my TS crashed and when I went back to work after restarting they were all garbage. The easiest way to back up your code is to have NotePad open and while working on your EasyLanguage copy and past your - [Original Camarilla EasyLanguage Code [Correction]](https://georgepruitt.com/original-camarilla-easylanguage/) - Camarilla - A group of confidential, often scheming advisers; a cabal. An attentive reader of this blog, Walter Baker, found some typos in my code. I have corrected them in the code section - if you have used this code make sure you copy and paste the code in its entirety into your EasyLanguage editor - [Don't Fool Yourself - Limitations of Back Testing with Daily Data [EasyLanguage]](https://georgepruitt.com/dont-fool-limitations-testing-daily-data/) - Which equity curve do you like best? (created with EasyLanguage script) This one... Or this one? Obviously the first one. Even though it had a substantial draw down late in the test. What if I told you that the exact same system logic generated both curves? Here is the EasyLanguage code for this simple system. This - [Hash Table in EasyLanguage [Part 1]](https://georgepruitt.com/hash-table-easylanguage/) - This concept may be considered advanced and only used by pure programmers, but that is not the case at all. A Hash Table is simply a table that is indexed by a function. The function acts like the post office - it sends the data to the correct slot in the table. I utilized - [Hash Table In EasyLanguage [Part 2]](https://georgepruitt.com/hash-table-easylanguage-part-2/) - Using The Hash Table Now that we have created an empty Hash Table and the Hash Index it is now time to start filling the table up with the appropriate information. As I pointed out in my last post, every day of any given year can be represented by a nine character string. If January - [Dynamic Moving Average Cross Over EasyLanguage](https://georgepruitt.com/dynamic-moving-average-cross-easylanguage/) - I had a request recently to publish the EasyLanguage code for my Dynamic Moving Average system. This system tries to solve the problem of using an appropriate length moving average that will keep you out of the chop. The adaptive engine utilizes market volatility and increases moving average lengths as volatility increases and decreases moving - [Utilizing Indicator Functions with Multi-Data on MultiCharts](https://georgepruitt.com/utilizing-indicator-functions-multi-data-multicharts/) - A good portion of my readers use MultiCharts and the similarities between their PowerLanguage and EasyLanguage is almost indistinguishable. However, I came across a situation where one my clients was getting different values between an indicator function call and the actual plotted indicator when using Multi-Data. Here is the code that didn't seem to work, - [Learn to Program Pyramiding Algorithm](https://georgepruitt.com/learn-program-pyramiding-algorithm/) - Would you like to learn how to do this? Check back over the next few days and I will show you to do it. Warning: its not straightforward as it seems - some tricks are involved. Remember to sign up for email notifications of new posts. UPDATE[1]: I have recorded an introductory webcast on how - [EasyLanguage Code for Pyramiding a Day-Trading System w/video [PART-2]](https://georgepruitt.com/easylanguage-code-pyramiding-day-trading-system-wvideo-part-2/) - Check out the latest video on Pyramiding. Here is the finalized tutorial on building the pyramiding ES-day-trade system that was presented in the last post. https://youtu.be/hSrdcOeJN7w I will admit this video should be half as long as the end result. I get a bit long-winded. However, I think there are some good pointers that should - [Long Entry Logic and EasyLanguage Code for Pyramiding Algorithm](https://georgepruitt.com/long-entry-logic-easylanguage-code-pyramiding-algorithm/) - Sorry for the delay in getting this up on the web. Here is the flip side of the pyramiding day trade scheme from the buy side perspective. I simply flipped the rules. In some cases, to keep the programming a little cleaner I like to keep the buy and sellShort logic in two separate strategies. - [A Slightly More Eloquent Approach to Programming Our Pyramiding E-Mini DayTrading Algorithm.](https://georgepruitt.com/slightly-eloquent-approach-pyramiding-day-trade-easylanguage/) - Okay let's see how I was able to add some eloquence to the brute force approach to this pyramiding algorithm. The original code included multiple entry directives and a ton of hard coded numerical values. So let me show you how I was able to refine the logic/code and in doing so make it much - [Re-Entry After Taking A Profit](https://georgepruitt.com/re-entry-taking-profit/) - Here is some code I have been working on. I will go into detail on the code a little later. But this is how you monitor re-entering at a better price after taking a profit. The problem with taking profits on longer term trend following systems is that the logic that got you into the - [Multiple Ouput function in EasyLanguage](https://georgepruitt.com/multiple-ouput-function-easylanguage/) - In the Pascal programming language you have Procedures and Functions. Procedures are used when you want to modify multiple variables within a sub-program. A function is a sub-program that returns a single value after it has been modified by say a formula. EasyLanguage combines procedures and functions into one sub-program called a function. Functions and - [Using TradeStation's Development Environment Projects](https://georgepruitt.com/using-tradestations-development-environment-projects/) - I have started using the TDE's projects more and more. Before, when I was working on multiple related files I would lose track of them in the editor tabs, or discover, when working over time on different projects, I would have twenty or thirty files open - this of course would slow the editor down. - [Pyramiding with Python](https://georgepruitt.com/pyramiding-with-python/) - A reader of the "UATSTB" asked for an example of how to pyramid in the Python System BackTester (PSB). I had original bug where you couldn't peel off all of the positions at once. If you tried then the PSB would crash. I have now fixed that problem and here are the necessary lines to - [Setting Stop Loss and Profit Target Utilizing EntryPrice with EasyLanguage](https://georgepruitt.com/setting-stop-loss-profit-target-utilizing-entryprice-easylanguage/) - One Problem with the "Next Bar" Paradigm - market position nor entryPrice are adjusted by the end of the bar Whenever I develop a strategy I like to program all of my entries and exits without utilizing TradeStations built-in execution functions. I just got use to doing this when I started programming in Fortran many - [Scaling Out of Position with EasyLanguage](https://georgepruitt.com/scaling-position-easylanguage/) - First Put Multiple Contracts On: Here you specify the number of contracts prior to the keyword contracts. Easylanguage requires you to create a separate order for each exit. Let's say you want to get out of the 5 positions at different times and possibly prices. Here's how you do it: The reserved word currentContracts hold the current - [Pyramiding and then Scaling Out at Different Price Levels - EasyLanguage](https://georgepruitt.com/pyramiding-scaling-different-price-levels-easylanguage/) - TOTAL, TOTAL, TOTAL - an important keyword I just learned something new! I guess I never programmed a strategy that pyramided at different price levels and scaled out at different price levels. Initially I thought no problem. But I couldn't get it to work - I tried everything and then I came across the keyword - [Finite State Machine for multi-step criteria](https://georgepruitt.com/finite-state-machine-multi-step-criteria/) - The easiest way to program a multi step criteria entry/exit signal is to use a Finite State Machine (FSM). This is much easier than setting flags and then having to turn them on and off. Here is a diagram of a FSM: - [How to Round Up/Down To Nearest Tick in EasyLanguage](https://georgepruitt.com/round-updown-nearest-tick-easylanguage/) - This is how you round to the nearest tick in EasyLanguage - helpful when plotting price based indicators. Also the formula for calculating the min tick value is given. vars: minTick(0),testPrice(0); minTick = minMove/priceScale; testPrice = close * .21 * range; // round up value1 = testPrice + (minTick-mod(testPrice,minTick)); // round dn value2 = testPrice - [Correction to Thermostat and Bandit Description in Book](https://georgepruitt.com/correction-thermostat-bandit-description-book/) - A very astute reader of the BWTSwTS2 has brought to my attention errors in my description of the Thermostat and Bollinger Bandit algorithms. In the Thermo description I incorrectly used the words yesterday and today. The code is correct in the book. Thanks to John for finding this! Corrected description follows: ....If today's closing price - [Correct King Keltner Easy Language](https://georgepruitt.com/correct-king-keltner-easy-language/) - Several have brought it to my attention that the King Keltner code in the book is missing a couple of lines. Here's the complete code in its entirety. Thanks for bringing this to my attention. [LegacyColorValue = true]; {King Keltner Program King Keltner by George Pruitt -- based on trading system presented by Chester Keltner - [Trade Input Version 2](https://georgepruitt.com/trade-input-version-2/) - I have requests from some users to program a little more sophisticated version of my trade input strategy. This is where you can simply list the trade, trade date, and trade price and TradeStation will plot the trades for you and calculate the performance. This is a an easier to use program then TS's _HistoricalEntry - [King Keltner from BWTSwTS Report](https://georgepruitt.com/king-keltner-bwtswts-report/) - Like I stated in an earlier post the "Trend", once a lost friend, is back. Check out the results from the King Keltner system as published in "Building Winning Trading Systems with TradeStation." Looking at the results it looks like 2014 is as good as the "life saving" 2008. Is it time to re-think Trend - [Importing Trades into TradeStation](https://georgepruitt.com/importing-trades-tradestation/) - I have often developed programs that use data that TradeStation may not have in their database, and later wanted to use the signals generated on that data and it apply it to another market. Here is a simple program that uses arrays to specify trade dates and signals. The code to interpret the arrays and - [The Trend is Still Your Friend!](https://georgepruitt.com/trend-still-friend/) - TF is the easiest trading you will every do. Is it perfect - no! Crude, currencies, financials, indices all big winners this year. 2014 may not be 2008 but it is shaping up very nicely. I will post some TF results next week! - [Building Winning Trading Systems with TS - System Update](https://georgepruitt.com/building-winning-trading-systems-ts-system-update/) - These are hypothetical numbers and there are no guarantee historical performance will be repeated in the future. Here is an update to the performance of the Russell Day trade system described in the book. Looking Good! Portfolio Report HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING - [Using Strings in EL for multi-step System](https://georgepruitt.com/using-strings-el-multi-step-system/) - This little strategy uses EasyLanguage's string manipulation to keep track of a multi-step, mutli-criteria, multi-state trade entry. You don't buy until the buyString is equal to "BUY". The sell side is just the opposite. When you program a multi-step entry you also need to build a reset situation. In the case of this system you - [Triple Moving Average](https://georgepruitt.com/triple-moving-average/) - The Triple Moving Average Crossover System Trend following is on a comeback. Most of the more popular trend following algorithms have shown positive performance for the past three months. I wanted to take a look at the TMA because I like how it trades in the direction of the overall long term trend but can - [Vertical Horizontal Filter for Congestion - EasyLanguage Code](https://georgepruitt.com/vertical-horizontal-filter-for-congestion-easylanguage-code/) - Trend following might be making a come back. It looks like we have had some very good trends in the currencies and grains. The financial have been trendy as well but with several phases of congestion. In this issue of George's Corner in Futures Truth Magazine I am writing an article and providing the code - [Chartist Analyzer Video](https://georgepruitt.com/chartist-analyzer-video/) - Every wondered what your coulda, woulda, shoulda trades would produce in profits. I have created a new strategy where you can place your (B)uys, (S)ells, and e(X)its on the chart and the computer will assume the trades and do all the performance calcuations. Check out the video. - [Bollinger %B function for TradeStation](https://georgepruitt.com/bollinger-b-function-for-tradestation/) - This function isn't built into TradeStation so I decided to create it. I am doing some testing with it and will reveal any worthwhile information. inputs: BollingerPrice( NumericSeries ), { price to be used in calculation of the moving average; this is also the price of which the standard deviation will be taken for calculation - [A Cool and Easy Way to Analyze Chart Patterns with TS](https://georgepruitt.com/a-cool-and-easy-way-to-analyze-chart-patterns/) - Have you every tested different combinations of closing or opening relationships to uncover the following days probability of either closing up or down. I am sure you have tested selling after two down closes or just the opposite: buying after two up closes. Testing the relationship between two days is easy but when you go - [Using TradeStations Object Oriented Code](https://georgepruitt.com/using-tradestations-object-oriented-code/) - This little code snippet uses EasyLanguage objects to get inside of the program and pull out some pretty cool information. What it's doing is using elsystem.drawingobjects to count the number of "text elements" on the chart and then report where the objects are located. Our cartesian plane utilizes time as the x and price as - [Backing Up Source With AutoIt](https://georgepruitt.com/backing-up-source-with-autoit/) - I have never liked how TradeStation bundles all of "our" source code in a library. I have always copied my source code into a notepad text file as a back up. Not only does this back up your source you can actually look at it without launching the EL editor. The only drawback is having - [Welles Wilder's smoothing = XAVG(PeriodLen*2-1)](https://georgepruitt.com/welles-wilders-smoothing-xavgperiodlen2-1/) - I was referred to a very excellent blog http://etfhq.com/ and wanted to confirm that Welles Wilder's trick (ease of calculating) smoothing algorithm was indeed equivalent to an exponential moving average but twice the length - 1. This blog by Derry Brown is worth taking a look at. Here is my TS code for verify the length - [Having Data Problems - Clear Cache](https://georgepruitt.com/having-data-problems-clear-cache/) - Don't forget to periodically delete the Cache folder inside TS 9.x. Remember this is inside C:\Program Files\TradeStation 9.1\Program... - [Volatility Break Out Day Trader](https://georgepruitt.com/volatility-break-out-day-trader/) - Here is a nice template to use when testing a volatility break out system to daytade. Note I haven't yet finished the filter coding. {OPEN RANGE BREAK OUT with Trade Management} {:data1 = 5 minbars :data2 = daily bars} inputs: atrLookBack(10),brkOutAmt(.20),initProtStop$(500),profitThresh$(300),percentTrail(0.3),waitNumBars(3),endTradeEntryTime(1430); inputs: tradeFilterNum(1); {tradeFilterNum indicates how you want to filter the trades: filter #1 : - [Zone Analysis System](https://georgepruitt.com/zone-analysis-system/) - I posted some research on zone analysis at www.futurestruth/wordpress.com. Based on this research I created a very simple system framework. Here is some trade examples and performance results for the past four years. //Zone Program by George Pruitt // Buy when market opens in zone 1 and dips into zone - [Check out Futures Truth Blog](https://georgepruitt.com/check-out-futures-truth-blog/) - Futures Truth has started a new blog. Check it out at www.futurestruth.wordpress.com. - [King Keltner Source Code](https://georgepruitt.com/king-keltner/) - Looking for a trend follower - give this one a try! [LegacyColorValue = true]; {King Keltner Program King Keltner by George Pruitt -- based on trading system presented by Chester Keltner -- an example of a simple, robust and effective strategy} Inputs: avgLength(40),atrLength(40); Vars: upBand(0),dnBand(0),liquidPoint(0),movAvgVal(0); movAvgVal = Average((High + Low + Close)/3.0,avgLength); upBand = movAvgVal - [Download Link From John Wiley for BWSwTS 2nd Ed. Source Code](https://georgepruitt.com/download-link-from-john-wiley-for-bwswts-2nd-ed-source-code/) - I have had a few emails stating the link in the book wasn't working correctly so here is the one I use and it seems to work fine. Please let me know if you have any problems. The password is in the back of the book. http://www.wiley.com/WileyCDA/Section/id-813170.html - [Pyramaniac](https://georgepruitt.com/pyramaniac/) - Code to pyramid up to N contracts on a day trade basis. input: maxSize(5),startTime(1000),endTime(1555); var: stb(0),sts(0),tpAmt(0),lprft(0),sprft(0); stb = High + minMove/priceScale; sts = Low - minMove/priceScale; print(date," ",time," ",stb," ",sts," ",currentShares); if (time > startTime and time < endTime ) then begin tpAmt = average(range,10); if(high>high[1]) then lprft = highD(0)+1*tpAmt; if(low < low[1]) then sprft - [Final Version of Geo's Turtle with Virtual Trading](https://georgepruitt.com/final-version-of-geos-turtle-with-virtual-trading/) - Final version posted below. A little advanced but if you can follow and make sense of it then you are well along on becoming an EasyLanguage programmer. inputs: absEntryChanLen(55),entryChanlen(20),exitChanLen(10), lastTradeLoserFilter(false),accountSize(100000),riskPerTradePer(.01); vars:lastTradeLoser(true),mp(0),virtmp(0),tradeProfit(0), virtBuyPrice(0),virtSellPrice(0), virtLongLiqPrice(0),virtShortLiqPrice(0), virtLongLoss(0),virtShortLoss(0), myFillPrice(0),N(0),N$(0),dollarRisk(0),lotSize(0), stopLoss(0),buyPrice(0),sellPrice(0), hh20(0),hh55(0),ll20(0),ll55(0),iCnt(0),initPrice(0),stopLossPts(0),debug(false); mp = marketPosition; if mp = 0 then begin N = AvgTrueRange(20); N$ = N*BigPointValue; dollarRisk = AccountSize - [Developing Winning Trading Systems.... being translated into Chinese in 2014](https://georgepruitt.com/developing-winning-trading-systems-being-translated-into-chinese-in-2014/) - Just got word the 2nd edition is being published in Chinese. - [One System From The Book](https://georgepruitt.com/one-system-from-the-book/) - Just wanted to bring one of the systems that I developed for the book to everybody's attention. This is a simple system that puts on two contracts and peels one off after a certain profit and then lets the other one ride. Its a mini-Russell system. Full code is disclosed in the book - source - [This Code Uses A Loop To Calculate Buy/Sell Levels Based on Current Position](https://georgepruitt.com/this-code-uses-a-loop-to-calculate-buysell-levels-based-on-current-position/) - Instead of doing this: if currentshares = LTT then begin buy("B-20A.5") LTT shares next bar highest(h,20)[BB] + (0.5*N) or higher; buy("B-20A 1") LTT shares next bar highest(h,20)[BB] + (1.0*N) or higher; buy("B-20A1.5") LTT shares next bar highest(h,20)[BB]+ (1.5*N) or higher; end; if currentshares = LTT * 2 then begin buy("B-20B 1") LTT shares next bar - [A For-Loop to Calculate Different Buy/Sell Levels - Turtle Style](https://georgepruitt.com/a-for-loop-to-calculate-different-buysell-levels-turtle-style/) - Can you figure out what this is doing? for iCnt = 0 to 3 begin if lastTradeLoser then begin if mp -1 and currentContracts = iCnt * lotSize then begin buyPrice = hh20 + iCnt * N/2; end; if mp 1 and currentContracts = iCnt * lotSize then begin sellPrice = ll20 - [Replicate Turtle Trading by Creating Virtual Trade Functionality](https://georgepruitt.com/replicate-turtle-trading-by-creating-virtual-trade-functionality/) - My next little project is to create an EasyLanguage extender by creating a virtual trading function. The Turtle System always waits until a losing trade prior to taking a new trade. In EasyLanguage this doesn't exist. This is similar to my Ghost Trader in Building Winning Trading Systems with TradeStation (1st and 2nd edition.) In - [Using Virtual Trading Functions to Create Last Trade Loser Filter](https://georgepruitt.com/using-virtual-trading-functions-to-create-last-trade-loser-filter/) - The following code uses our new functions to synthetically keep track of our trading to determine when to enter a new trade. The Turtle System only took trades after a losing trade took place. Even with the Virtual Trade functions you still need to keep track of whether the entries/exits generated a profitable trade. It - [Most EasyLanguage code is compatible with MultiCharts](https://georgepruitt.com/most-easylanguage-code-is-compatible-with-multicharts/) - MultiCharts is a very powerful program that can be purchased outright and seems to be very compatible with EasyLanguage. Their software requires a third-party data feed or ASCII data. - [Recent Last Trade Was Loser Filter Example](https://georgepruitt.com/recent-last-trader-loser-filter-example/) - This just happened recently in the bond market. The LastTradeLoser filter prevented the Turtle 20 bar low entry from occurring. As you can see from the prior trade - it was a winner. - [Using CMI with Turtle Approach](https://georgepruitt.com/using-cmi-with-turtle-approach/) - Here is a nice little function that helps determine market choppiness. This function measures the actual distance the market moves against the total distance traveled. If the market starts in the lower left of your chart and moves, without much gyrations, to the upper right then the CMI will reflect a higher value. However if ## Pages - [George's Digital Store](https://georgepruitt.com/georges-digital-store/) - Professional Trading Research Tools for Serious System Developers George Pruitt’s software suite was built for traders and developers who want to go beyond simple backtests and dig deeper into portfolio construction, parameter behavior, and pattern-based market analysis. Each product tackles a different part of the research process, and together they form a powerful toolkit for - [Summer 2026 Blowout Bundle Sale](https://georgepruitt.com/summer-2026-blowout-bundle-sale/) - Read below to get the latest information on the bundle components or If you would like to purchase any other tools at 25% off just use the following coupon code - TS-PortfolioMerge_Pro: Get George's most popular tools at a huge discount. All these tools have been dramatically improved. Starting out with TS-PortfolioMerge_Pro - it is - [TS-ParamScape Suite](https://georgepruitt.com/ts-paramscape-suite/) - Images from ParamScape3D Report example from TS-ParamScapeRank ParamScapeRank Analysis Report Objective: All:NetProfit Purpose: This report grades each input from 1 to 10 based on how useful it appears to be for the selected objective. Higher grades are better candidates for further investigation. Decimal-capable inputs may be tested at finer fractional resolution; integer-only inputs should be - [TS-PortfolioMerge Software](https://georgepruitt.com/ts-portfoliomerge-software/) - TS-PortfolioMerge_Pro - A Total Revamp! Get the tools you wanted but weren't available in the prior version. Quickly analyze the big picture by seeing the performance metrics across the entire portfolio selector. Accomplish the laborious task of chart creation with George's New TS-ChartCycler. A TradeStation Companion Strategy. This new tool is bundled with the PRO - [TS-SystemChecker](https://georgepruitt.com/ts-systemchecker/) - George's Latest TS Software George continues to develop practical tools that work alongside TradeStation and MultiCharts while remaining outside the closed TradeStation ecosystem. Get free Mean Reversion Systems in ELD and workspace for demonstration purposes. These systems were released in mid 2018. Here is the manual. His latest release, TS-SystemChecker, brings the same ease - [Pattern Mask Visualizer](https://georgepruitt.com/pattern-mask-visualizer/) - PatternSmasher 2025 Masking Calculator See what the resultant pattern looks like when applying a mask!  Turbo Mask Helper See what the resultant pattern looks like when applying a mask! - [manuals](https://georgepruitt.com/manuals/) - [pdf-embedder url="https://georgepruitt.com/wp-content/uploads/2026/03/TS-MergeBundle_Installation_QuickStart.pdf"] [pdf-embedder url="https://georgepruitt.com/wp-content/uploads/2026/02/TS-PortfolioMerge_User_Manual_v1.13.1.pdf"] NOW FOREX COMPATIBLE - following video shows you how to create a historic FX conversion database to help merge FOREX paris with TS-PortfoloMerge. https://vimeo.com/1164420156/2cb4734cf6?share=copy&fl=sv&fe=ci - [Pi-Day 2026 Extravaganza](https://georgepruitt.com/pi-day-2026/) - Welcome to George's 3rd Annual Pi-Day Extravanza Pick up George's best tools of 2025 for one very reasonable price of $119.00 TAKE ADVANTAGE OF THIS SPECIAL UNTIL THE END OF MARCH 2026 TS-PortfolioMerge (Windows) Updated January 2026 Merge results fast. Try any m of n strategies with a blistering XML pipeline. BONUS - GET 10 - [Pi-Day 2025 Extravaganza - Annual Sale](https://georgepruitt.com/pi-day-2025-extravaganza-annual-sale/) - PI - DAY 2025 Welcome to George's Annual Extravaganza Bundle Sale! March 14 or 3.14 George's Second Annual Pi-Day Sale Take Advantage Now! Over 60% Off! Pay only $99.95 and save over $159.00! 10 plus hours of video instruction included Questions? Email George at george.p.pruitt@gmail.com What is included. Easing into EasyLanguage Series of books. Get all of George's Easing into - [EasyLanguage Cheatsheet](https://georgepruitt.com/easylanguage-cheatsheet/) - Cheatsheet Link January Announcements and Specials January Specials - don't forget to get George's Easing into EasyLanguage Bundle for $64.95. Special ends on January 24th! Here is a link to purchase all five books! Buy the entire EZING N2 EZLANG Series in PDF Please let George know if you would like him to expand the - [Easing Into EasyLanguage - A New Series of Books](https://georgepruitt.com/easing-into-easylanguage-a-new-series-of-books/) - Easing Into EasyLanguage - A New Series The Series is Now Complete and Available at Amazon.com The Foundation Edition Hello to all EasyLanguage users! I have started a new series of books to help teach EasyLanguage. Here is the first book in the series - The Foundation Edition. You can find it here at Amazon.com - [Mastering Maestro](https://georgepruitt.com/mastering-maestro/) - SUPPLEMENTAL MATERIAL DOWNLOAD LINK: Learn Maestro Visually Download Yes! Portfolio Maestro® can be difficult to learn. However, with the help of the Learning Portfolio Maestro® Kit you will soon be on your way to building your very own portfolios and applying advanced analysis techniques. The Kit includes a 75 page manual that is peppered with - [TradingSimula-18 Wiki](https://georgepruitt.com/tradingsimula-18-wiki/) - A Wiki is now Available for TS-18 Remember it is under construction. I will be finalizing it over the next few weeks. Go to this link to access the TradingSimual-18 Wiki - [Biography](https://georgepruitt.com/georges-biography/) - I graduated from UNC Asheville with a B.S. degree in Computer Science many years ago. I was fortunate to study under some real brains - Dr. Joe Daugherty, Dr. Mark Boyd and Dr. Wayne Lang. A truly great university that is comparable to any in the nation. UNC Asheville’s Undergraduate Research Program has been recognized - [Camarilla Download](https://georgepruitt.com/camarilla-download/) - Fill out the following form and I will send you an ELD and a manual of George's Camarilla Strategy and Indicator. This might take me a day or so. If you would like to buy me a pint or two (hey I live in Beer USA Asheville, NC - can you blame me?) you can - [George's Schedule](https://georgepruitt.com/georges-schedule/) - Here is George's Daily Schedule - the RED rows are blocked out and I am not available due to helping my European clients and research. The first two hours are the best time to work with these clients as it is late afternoon for them. My research periods are used for supporting existing books/websites. My - [Zone Trading Analysis Framework](https://georgepruitt.com/zone-trading-analysis-framework/) - Welcome to the Zone Trading Analysis Framework Introduction Break out and counter trend trading has been the most popular and successful day trading mechanisms for many, many years. Basically, it attempts to capture the big trend days via break outs and the counter trend moves via intraday reversals. If the market consistently broke out to - [EL-Day Trader Framework](https://georgepruitt.com/el-day-trader-framework/) - A Framework to Help Test Your Day Trading Ideas Do you have some ideas that you would like to test but don't exactly how to program it in EasyLanguage. Then this is the tool (source code is completely revealed) that might fit your exact needs. Scroll through the PDF and see if it is right - [Front Page](https://georgepruitt.com/front-page/) - Hello! This is George Pruitt - trading system designer/programmer extraordinaire. I am developing this website as a companion to my book "Building Winning Trading Systems with TradeStation. I will be working to help educate aspiring EasyLanguage and system developers. TradeStation is constantly changing so I will publish ideas/articles that will take advantage of the new - [Checkout](https://georgepruitt.com/checkout/) - [download_checkout] - [The Ultimate Algorithmic Trading System Toolbox](https://georgepruitt.com/the-ultimate-algorithmic-trading-system-toolbox/) - This webpage will be dedicated to my latest book - The Ultimate Algorithmic Trading System Toolbox. Outside mentions of my book: SeekingAlpha by Josef Friedman https://financialanalystinsider.com/best-algo-trading-books/ Buy the book! From this page you will be able to access all of the EasyLanguage, AmiBroker AFL, VBA for Excel and Python source code discussed in the book. - [Schedule an Appointment](https://georgepruitt.com/appointments/) - [ssa_booking] - [Contact](https://georgepruitt.com/contact/) - [Curriculum Vitae](https://georgepruitt.com/george-pruitt-cv/) - Curriculum Vitae of George Preston Pruitt Author · Editor · Researcher · Programmer 16 W. Turkey Paw Trail, Hendersonville, NC 28739 george.p.pruitt@gmail.com Website: www.georgepruitt.com Amazon author page: amazon.com/author/georgepruitt Twitter: twitter.com/georgepruitt Github: https://github.com/georgepruitt Always searching for synergistic fit with companies that allow 100% telecommuting that can utilize my writing, research and analysis, and programming skills. Education: University - [DISCLAIMER - Read Me!](https://georgepruitt.com/disclaimer-read-me/) - THESE INDICATORS, SHOW ME STUDIES, STRATEGIES AND OTHER PROGRAMS / ALGORITHMS HAVE BEEN INCLUDED SOLELY FOR EDUCATIONAL PURPOSES. GEORGE PRUITT ASSUMES NO LIABILITY FOR ANY DAMAGES, DIRECT OR OTHERWISE, RESULTING FROM THE USE OF THIS INFORMATION AND/OR PROGRAM(S) DESCRIBED, AND NO WARRANTY IS MADE REGARDING ITS ACCURACY OR COMPLETENESS. USE OF THIS INFORMATION AND/OR PROGRAMS - [Free Futures Charts](https://georgepruitt.com/free-futures-charts/) - Futures Symbols Go into the symbol box and simply type the first two letters of the Futures symbol you want to analyze. The software will pull up all of the different contracts for the futures symbols. This is very powerful and free charting software. It is provided by www.tradingview.com. Type CL and see for yourself. - [Order Page](https://georgepruitt.com/order-page/) - Enhanced Python Back Tester - [George's Top Ten](https://georgepruitt.com/georges-top-ten/) - KingKeltner ReportThese are the ten best systems as of March 2013 - listed in random manner. Check out www.futurestruth.com for a more detailed list. 1.) Dollar Trader 2.) Catscan IV 3.) Aberration Strategies 4.) Pegasus 5.) Andromeda 6.) Trendweaver 7.) HiProb 8.) Trend Harmony 9.) Super Turtle 10.) Ruggiero Bond - [Experimental](https://georgepruitt.com/experimental/) - Chart: PyramaniacDescription: Performance of PyramaniacTags: charts powered by iCharts Chart: Geo Russell back tested results (hypo)Description: Hypothetical peformance of the GeoRussell system as explained in George's Building Winning Trading Systems with TradeStation 2nd Ed.Tags: George PruittAuthor: George Pruittcharts powered by iCharts ## Categories - [Uncategorized](https://georgepruitt.com/category/uncategorized/) - [EasyLanguage Snippets](https://georgepruitt.com/category/easylanguagecode/) - [Complete EasyLanguage Systems](https://georgepruitt.com/category/uncategorized/complete-easylanguage-systems/) - [Python](https://georgepruitt.com/category/python/) - [EasyLanguage equivalent to cool code](https://georgepruitt.com/category/easylanguage-equivalent-to-cool-code/) - [EasyLanguage Function](https://georgepruitt.com/category/easylanguage-function/) - [EasyLanguage Indicator](https://georgepruitt.com/category/easylanguage-indicator/) - 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