I can recommend book http://www.amazon.com/Encyclopedia-Trading-Strategies-Jeffrey-Ph-D/dp/0070580995 long time ago that was a good start for...
I do not run external DLL or EXEcutable files. Let us discuss the idea, not implementation, for implementation I use FANN library. IMHO RSI...
Ok thanks, There is a misunderstanding at my side because of I thought patterns are something you can formalize. You cannot formalize NN, it is...
Hi Frosty, I don't understand what do you mean by pattern? Here I do not see conditions on going long or short. Or do you use later on some...
Ninja definitely supports FIX protocol. The problem is each provider has its own FIX tags, and probably Ninja does not support Currenex specifics,...
Hi, you have multiple options: 1) you can code for Ninjatrader it connects to Currenex via FIX protocol, I think that no third-party API are...
Could you explain the reason, why sending orders via SMART results in lower commission in comparison to sending orders to the specific ECN? If I...
TickData - not cheap, but probably the best http://www.tickdata.com/products/equities/london-equities/
I use netrack VPS http://netrackservers.com/virtual/vps-servers.html simpliest configuration for $25/month was enough for FIX processing with...
Yes there is no need in complexity for non-automated trader. There are ready-to-use third party GUI which allows you to trade and automate systems...
Look into open-source library, quickfix http://www.quickfixengine.org/ still it takes time even for a programmer to get familiar and run code...
Then when do you become flat? If you consider data since 06/2009 as Out Of Sample, there was strong up-trend. You have only long signals, is it...
I don't understand, how do you finally trade? If system 1 has long signal, will you go long 1 contract? If system 2 has long signal will you add...
I disagree with you. Signal from two systems will be rare, that's why the net profit will be _definitely_ lower. The question is about risks, how...
If you have several indicators, you may construct several systems (note, each system should be profitable alone). Each system is totally...
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