If you don't have the money right now, I can't possibly see how you could stomach a market move against you while leveraged. One tends to look...
Seriously. ET needs to implement some sort of user reputation system to increase the signal to noise ratio of quality posts. If there was a...
It was an MCAD book by Amit Kalani. But there are better beginning C# books. I recommend Murach C# http://www.murach.com/books/cs08/index.htm
Balls, Just so you know, VB .NET is just C# without the open and close brackets. The VB and C# teams damn near share the exact same features...
MultiCharts wins in backtesting by a large margin. Both applications may be multi-threaded, but the TS backtesting process is only assigned to one...
Kris, if slippage is a major concern for you, then just tell your algo to not enter a trade if the spread is beyond your threshold. Otherwise you...
Cool. How long does it usually take for the 100 share order to fill? Which exchange?
My formula for slippage is (optimistic + likely + pessimistic case) / 3. This is based on historical bid/ask spread which I have collected on my...
Yes I did. Sample, out of sample, walk-forward... portfolio exposure is @ 25% in backtests, but in real trading I run @ 50% exposure.
Yes. The post I made in cgarcia's thread (with the same name) is intraday.
Did she just say Windows 7 will be Windows 6.1? Can anyone who works in marketing please explain to me (an engineer) how exactly your brains...
I tried to make MC 5 beta work for my trading, but my demo ran out and I could not get it to work "reliably" with IB TWS. One of the big problems...
I've been hearing a lot of good praise about this Windows Mojave.
Is it so hard to believe that some of us are actually successful at implementing trading systems? Just because you don't posses the know-how, does...
The fees on c2 are what keep me from exposing my system. Covestor should be monetizing before next quarter. These are the guys you are going to...
[IMG] Including 2% commission per trade and 3.5% slippage. Historical tick for backtest, but uses BBO calc. for realtime trading to minimize...
Are you implying that "pros" don't backtest? or that amateurs are impeded by it?
Homeland Security: Clearly your friend is a terrorist who is laundering money. And quit being a bitch about it on the internets. It's not you, so...
Good point. Also, would your platform be local software (installed), or cloud-based? Furthermore, would the user's IP be protected from, you? If...
You are making assumptions. The system does include heartbeat monitoring should the network timeout. The issue was that TWS was closing altogether...
Separate names with a comma.