Well, that's a relief to me.. I wrote my own ATS which is very reliable.. I don't even know what its doing during the day and don't care. :)...
The Buttonwood column: volatility on the rise
I don't even know what my system is doing during the day. I *never* over-ride it. Emotional (discretionary) trading is just silly. I have...
No, it's bloated. Useless for price data. Most brokers have custom APIs or more simplified protocols. Good in theory though.
I have an automated strategy that makes trades continiously throughout the day. I have a rule that says not to enter any new positions 45 minutes...
Unless the humans program the blackboxes to adapt to changing conditions. It's not that hard.
Are there any general methods for mechanical/automated strategies to know when to stop entering new trades? That part should be easy... something...
You won't get my back up.. so don't be shy. You are your basing your assumptions on random entry points. Can you tell me, theoretically,...
You could always look at the current depth before yours is placed and then look again after it is acknowledged to see if anyone jumped in front of...
I'd just like to add that the expected outcome of a martingale strategy is exactly the same as the whatever system without martingale over the...
Shhh.. don't discourage him guys, more money for the rest of us. :p
What sort of data sets are you backtesting with? With full depth from all markets you should have very reliable results.
Haha, dude, you kill me.
Bars have no meaning in my world.. can you reframe a 2-bar trailing stop loss in terms of trailing stop percentage of volatility? Also, I don't...
Well, imho, a models profitability doesn't really matter.. because theoretically if you develop something that has a consistent negative...
The answer is a definate 'yes' unless your model is worthless, then it is no.
Interesting idea.. I'll put that on my todo list. Should be interesting indeed. Also, I know the good stuff lies in the depth.. I've just...
I'm not really sure if getting stopped out on one leg is such a bad thing. I haven't ran any simulations yet but just glancing at the data it...
I've been playing with some models in matlab that I've been developing over the past few weeks based on high frequency data I've been recording......
That is absurd. If you want ARCA and ISLAND then subscribe to them. Why the hell would nasdaq bother collecting and redistribution data from other...
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