I'm a relative newbie with TradeStation (just started last fall), so I'm playing around with ideas and strategies, and learning to write EL just now. I haven't yet reached the level where I can unleash the full power of this platform.
Good to have your input re mechanical trading. You've obviously gone much further than my level of expertise. Your point about strategies that work only work some of the time is spot on, whether trading auto or not, which is why one has to develop an arsenal of trading strategies for different market conditions. That's about where I'm at right now with EL.
I haven't yet backtested the book's strategies, as I'm still digesting all this and playing with my own. Appreciate your taking the time to discuss what your experience has been.
Good trading.
Newly