Even with advanced programming skills, it would take you no less than 6 months to build a robust ATS with an IBs API. Not to say that IB's API is...
Thanks, that's a good read. The discussion in that thread is around the formula: X = abs(Avg-Profit) * (Number of Trades)^0.5 / (Std Dev of...
I'd like to know if there are any standard measures of confidence boundaries in a given strategy performance. For example, suppose I have a...
I don't follow your line of thought. You seem to imply that the lower the probability of a prediction to be correct, the greater that prediction...
I am still missing the factor that drives the weighting. Perhaps the following example will clarify this: For simplicity sake, suppose that the...
So, it sounds like the weights of the indicators are re-calculated frequently so that their combined output reflects the market price. In a way,...
Only market orders are supported at this point. However, stop and limit orders are in the pipeline.
What kind of scheme is used for dynamically weighting the factors that are applied to the indicators? I mean, what makes the system to overweight,...
JSystemTrader version 4.13 is now available: http://www.myjavaserver.com/~nonlinear/JSystemTrader/JSystemTrader.html For more realistic...
I have the same experience with NNs -- the markets are just too noisy, and the NN doesn't know any better than to learn the noise. I suppose...
I assume the bot is non-adaptive. That is, it doesn't change its parameters during the session or even in between the sessions. If that's the...
That has been my experience, as well.
OK, I'll try one more time, and then I'll give up if it doesn't convince you. Suppose you write a book and title it "Simple Method to Live a...
But SPM itself doesn't have an edge, I thought we agreed on that. You said:
Order flow is just a stream of numbers, so why is it impossible to program for it? Not sure what you mean by "price action", so I can't comment....
OK, so in its simplest form, the method is: Buy when two following conditions are met: 1. MACD2(12,26,9) > 0 2. MACD2(12,26,9) > its signal...
Back test #3, with the entry/exit rules as defined by romik a few posts above. Results: 448 trades for a $4206 loss. Sample day: [img]
You got it. I'll post it in about 10 minutes. Although I think that the last rule was meant for "Exit from Short Entry".
Trader28, can you confirm all 3 of these rules? My interpretaton of your original post was different.
OK, but for the benefit of "believers", would you be willing to identify the exit/entry rules? I mean, look, after some 1600 posts, we are still...
Separate names with a comma.