Not impressed....too much emphasis on Forex.
I don't know, but would someone please tell the CME Group ? They still have outrageous margin requirements for BTC and MBT.
If you use any of the Set functions (SetProfitTarget, SetTrailingStop, etc) or have [IntrabarOrderGeneration=True] in your code, it will NEVER be...
I am curious as to what they said when you mentioned this to them ?
I was on the Elliott Wave forum for a while but quit when I saw it was pretty worthless for intraday price action and analysis. Longer term ?...
This thread is a bit silly with no trade performance stats. My head is kinda hurting from looking at all of those charts.
Have you been able to quantify what the slippage, poor fills, and latency has been costing you ?
So with your technique, you always get realtime results = backtest results ?
What is IOC ? Did you mean IOG (IntrabarOrderGeneration) ?
Mark - did you try using LIMIT orders ? if Slope > LimSlope then begin if Ave < Ave[delay] then Sell Short Next Bar At Close Limit...
Using range bars could be the problem. Mark - can you post your entry and exit code ? Have you been able to read the log of the API calls to the...
Mark - I don't quite understand......what conditions ? The big factor in getting historical results to match realtime results is intrabar order...
Build my own platform from scratch ? No thanks...don't want to be refining it and debugging it for the rest of my life. Multicharts is...
So Ninja trader is superior in this regard and can handle all of those exceptional conditions ?
Andy - you need to give specific examples of where MC is deficient in order placement.
Why use global variables ? What is the purpose ? What is the advantage ? Sophisticated ? They only need to translate power language order...
One must understand some important issues with regards to orders issued from MC : 1) When the code directive [IntrabarOrderGeneration = True] or...
Vic knew that....and that's why he refused to cover his naked short position....he wanted the "extra" return.
Victor was a huge risk-taker as his short options positions were mostly naked. As long as your short positions are covered (credit spread),...
I don't see why monthly Sharpe would not be appropriate for high frequency trading systems ?
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