Hi cohvi, what are you talking about ? :-) Forget about market orders. What's the point of making the effort to program an ats if you,...
Your experience agrees with the general theory which says that the mean of the mean (profit) of n random variables (say your folio P&L) is equal...
Hello Wayne, I have given up regarding these 2 above as 2 opposite situations where to play 2 distinct strategies. Channels are...
hi Wayne, perhaps, another aspect to test, might be the amount of profit we need to give up in the attempt to jump to trends of higher...
Hi, I think that if a strategy is damaged by sharing it, it cannot be a good strategy. As to strategy comparison, I do not think it's...
That seems a good idea, but may need some refinements. You might have a good strategy that momentarily at a given time underperforms with...
Thanks chvid, Yes, I got it, and so far happy with it. Anyway, I am a little upset with the demo data (actually I am very upset)....
Hello Def, thanks for the interesting remark. Yes we have now 6 hours difference. Actually I would have bet that hours do not matter to...
here is the screenshot. Was taken today around 15:00 (local time, it). I really would like to have a conversation with the programmer who...
see this
nice spread eh?
Hello greaterreturn, among all the approches I have tried and discarded (several dozen) because non profitable, I currently believe the best...
Dear friends, I am still programming and refining the logic of the the trading BOT we talked about in a previous post. I have begun to...
Thanks Mike for sharing. In my program I constantly plot Bid and Ask and actually I do not see much irregularities in SMART. *Probably*...
Yes Mike that's absolutely true. I am not clear why sometime they state those (I mean DEMO) data are "delayed" data. At best - in my...
Hello mikesmithv thanks a lot for the suggestion I will try that. Actually, I think I did several test by using ISLAND, but to be frank I...
Hello >when you say negative spread, do you mean a cross in the bid/ask prices? Yes but not only that. The BID remains stationary over...
Thank you mikesmithv and MR.NBBO, it's good to hear that I should not expect this behaviour in "real" trading. Anyway, I have been playing...
Hi, hello I just registered here. First of all, greetings to anyone. I have been spending the last few months programming and refining a...
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