Why would you ever invest "a great quantity of money" in something you haven't checked and are confident in yourself?! Always do your own due...
Is THIS what you are looking for? A simple Google search for "Interactive Brokers contract" brought it up.
Good plan. I assume that as you move forward, older live results will become part of the "backtesting" you compare newer live results to?
I agree that you cannot develop a perfect system (holy grail), but I think this situation is different. My philosophy is that for automated...
Thanks for sharing! I assume it concerns you that you've already encountered a drawdown in your live 2010 results that exceeds your max drawdown...
Totally agree. Impressive results last week, btw. The equity curve is nearly ideal. You have been running live for just over 4 months now,...
I can definitely relate to that. Pure curiosity: what field do you work in? Thanks for that description - it gives me a better picture of the...
Rol, I'm a bit surprised that I'm the first one to be commenting on your journal, to be honest. First off, thank you for deciding to post. I...
Anyone happen to know what the latest version of the Genesis C++ API is?
C++ proficiency in 3 months?! LOL. Hopefully they cover the definition of "proficient" in the program you're enrolling in ;) I won't even...
Thanks for the tip, but I'm pretty sure that's not our issue - as I said, we use the ECN timestamp of each print/tick to identify at what time...
Over the past couple of years, we (a small group) have developed an automated intraday trading program in C++ using the Genesis API, which has the...
Maybe I missed something, but for this "clearly stated" system, I see no mention of exits, which in my experience are often much more important...
If by predicting you mean to be able to perfectly predict where prices will go, I don't think we will ever reach that stage. It is too complex of...
Just a question out of curiosity on this topic, for the experts. My instinct tells me that if you have a time-series that you are doing testing...
Umm, you mean slower than C/C++ etc., but with many useful built-in functions that allow fast development of mathematically complex algorithms....
Why would we expect any less though, are we expecting magical things from computers? If a discretionary trader trades a single system/style...
Just think about it for a second. Why doesn't it fool real people? Because they have a set of rules in their head that distinguish a real quote...
Yeah, that's a great sample there... a contest that rewards highest return, no questions asked, with no regard for risk whatsoever. The systems...
I guess I should have clearer in saying that, if implemented correctly, an automated system rules out any human error in the execution of the...
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