Settings (DC Rocks US ES5)

TradeStationChart Settings
Symbol @ES
Description E-mini S&P 500 Continuous Contract [Dec16]
Interval 5 min.
Start Date/Time 12/3/2006 5:05:00 PM
End Date/Time 12/2/2016 3:35:00 AM
TradeStation Strategies Applied
$DCRocksUS-ES5(Live01)(On)

TradeStation Strategy Inputs

Description

Value

$DCRocksUS-ES5(Live01) – inNumberContracts 2
TradeStation Strategy Settings
Costs/Capitalization

Initial Capital

$100,000.00
Commission $2.40  per Share/Contract
Slippage $3.00  per Share/Contract
Interest Rate 2.00%
Back-testing Resolution
Look-Inside-Bar Back-Testing Disabled
MaxBarsBack 500
Position Limits
Disabled: No entry orders allowed in the same direction as the currently held position.
Max. shares/contracts per pos. 65000
Trade Size
Fixed Shares/Contracts: 1

 

TradeStation Report Settings
Display Periods 40
Standard Deviations 1