Recent Content by fan27

  1. Automated Momentum Strategy for NinjaTrader7 (with code)

    The major red flag I see with this strategy is that your backtest shows just over three months of data. Can you show a backtest results chart...
    Post by: fan27, Sep 22, 2018 at 10:00 PM in forum: Automated Trading

  2. Attention Programmers

    I think spending on tech should be proportional to the account size you are trading. If you have $30,000, spending $3000 a year on tech is way...
    Post by: fan27, Sep 22, 2018 at 2:14 PM in forum: Automated Trading

  3. Attention Programmers

    I imagine there is a tipping point where it makes more sense to keep all technology in house and trade vs licensing the software. Obviously, if...
    Post by: fan27, Sep 22, 2018 at 2:06 PM in forum: Automated Trading

  4. Strategy validation

    Good info. One point I would disagree with is "selecting profitable strategies that beat random entry is a given". For example, I am sure I...
    Post by: fan27, Sep 22, 2018 at 1:57 PM in forum: Strategy Development

  5. Attention Programmers

    There is a concept/technique in software development called CICD (Continuous Integration Continuous Deployment). An example of a CIDD pipeline...
    Post by: fan27, Sep 22, 2018 at 10:06 AM in forum: Automated Trading

  6. Strategy validation

    Here is something to consider. What if all testing is done minus the previous year of data. Then, any strategies are "walk forward" tested on...
    Post by: fan27, Sep 21, 2018 at 7:11 PM in forum: Strategy Development

  7. Removing the golden handcuffs

    Yeah...don't sign up for his signal service. Hilarious! :)
    Post by: fan27, Sep 21, 2018 at 5:28 PM in forum: Programming

  8. Strategy validation

    Here is my approach. Let's say I looking for a bull market long only strategy in the ES (S&P). - Generate/test/filter strategies on a slice of...
    Post by: fan27, Sep 21, 2018 at 4:43 PM in forum: Strategy Development

  9. Strategy validation

    Not sure yet as I have not written the code to run this simulation. It will be easy to do though. Just need to get the random points in the...
    Post by: fan27, Sep 21, 2018 at 4:32 PM in forum: Strategy Development

  10. Strategy validation

    Yes. Through my testing strategies that have very high win rates do not have many trades. The key (for me) is to have many high probability...
    Post by: fan27, Sep 21, 2018 at 1:32 PM in forum: Strategy Development

  11. Strategy validation

    When constructing a strategy/algo, the first thing I am interested in is finding a signal/ pattern that has some predictive qualities. To do...
    Thread by: fan27, Sep 21, 2018 at 1:16 PM, 14 replies, in forum: Strategy Development

  12. Removing the golden handcuffs

    Sure thing. First day live demo. What could possibly go wrong ;) [MEDIA]
    Post by: fan27, Sep 21, 2018 at 7:48 AM in forum: Programming

  13. Automated Full Data Export out of MT4/MT5

    MT is using data which is located somewhere on the machine running the application to build the charts. As to your question, code is used to...
    Post by: fan27, Sep 21, 2018 at 7:36 AM in forum: Trading Software

  14. How do you meditate for optimizing the mind for trading?

    Something about coming back to the milk barn? Perhaps this can be my mantra "When will the cows come home, when will the cows come home...." ;)
    Post by: fan27, Sep 20, 2018 at 11:01 AM in forum: Psychology