This is an old thread, but Shankar is right. Export your systems to Excel and then run the correlation.
Can you recommend any specific resources? Can't seem to find his books anywhere. Thanks
Forgot this function: {AcmeLogTrades: Log Trades to a file for import into a spreadsheet} Inputs: LoggingOn(truefalse),...
hmap, Have you looked at Mark Conway and Aaron Behl's model for pair trading in their book "Professional Stock Trading"? If not, they set up a...
I've heard (although I'm sure some will disagree) that max drawdown could reasonably be half of return. So, if your system returns 20%, then a...
...I agree with Vikana. If it doesn't test well on SPY, no big deal. Semis will trade like completely different animals, and it is difficult to...
Anyone else have experience with Advanced Futures? What about their autoexecute platform?
Thanks Rob...are you satisfied with the speed of the platform? What about AF customer service?
Don't know? I really don't know that much about them...
Does anyone have experience trading with Advanced Futures' AutoExecute platform? If so, how do you like it? Also, is it easy to port over your...
Anyone here use Advanced Futures's AutoExecute software? If so, what has your experience been? How hard is it to port a strategy over from...
Chiguy, Can you tell me a little bit about how order execution works in the index options at the CBOE? You mentioned there were 200 traders on...
LA ECHO, Thanks for the reply. You'll have to excuse me b/c I'm not that technical. I have a few systems in Tradestation that I want to trade...
Robbo, I don't trade prop, but I'm in Chi. and have heard good things about Echo here. MYD
Does anyone know if Echo has the infrastructure for automated/mechanical futures trading, now that they offer futures?
Anyone else care to share their stories about mechanical trading? Love to hear if anyone else does it successfully. Additionally, if any of...
From a Chicago Perspective: If you need a mid-tier firm (right below the big 4, or whatever they are now) Altschuler, Melvoine and Glasser in...
Thanks everyone for the great feedback. I'm considering automating on 15,30,and 60 min bars. I'm using the "buy/short next bar at close limit"...
Thanks very much! Anyone else...?
If you are using Tradestation, I have posted some (not all) of the Acme System code for download in this forum at www.tradestationworld.com:...
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