Yes, I am using EL in Tradestation. I have been a user of Tradestation for 4 years plus.
And after many many many hours of mechanical strategy testing, I can say one thing with certainty:
Few mechanical strategies work.
I had a really good one that worked great for 1.5 years and I was able to milk it, but then the market changed.
The book that details "several profitable strategies". Did you code them up and backtest them? Over say a 8 year period? Excuse me if I am incredibly sceptical. I do try to keep an open mind, however, I know there are consistant profitable mechanical systems out there. The best ones I know of are long term trend following systems, but they can have large drawdowns.
That is a problem with mechanical systems in general, large drawdowns. And by the time you've discovered the market has changed and your system isn't going to work anymore, you've given back a chunk of profits.
I am talking about pure mechanical systems. What most people call mechanical systems have a lot of discretion in them.
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