Thanks, it looks like working ... à Ãà ñ òðåòüÿ ÷à ñòü êóðñà æèâåò â ðà çÃèõ ñòðà Ãà õ, ÃÃ¥ â Ãîññèè,...
Sorry, I just do not have russian marking on my keyboards. U nas tret'ya chast' kursa jivet v raznih stranah, ne v Rossii, i uvi, mi...
Vlad, ti idesh zavtra na yubilei shkoli? Ya davno-davno tam ne bil ... Da, i vot zdes' izvestnii test Kolmogorova-Smirnova pochemu-to nazivayut...
About my system please see: http://www.elitetrader.com/vb/showthread.php?s=&postid=743847#post743847 Po itogam goda i podgotovlyu deta'nii...
Privet people, I live in New York area. Autotrading as a hobby: Futures, Forex, Stocks. Fizmat background: FMSH 18, MFTI. Cheers â¦
Lawrence, thank you for the advice, I really appreciate it. But to add an alert for bad prices need to set up some criteria. You said a; could you...
In May the ATS provided trading calls for +4.45 ES points or $222.50 per 1 ES contract (see attachment). Real ATS trading made +4.70 points or...
8. Comparing the automated trading system calls with the real trading results In April the ATS provided trading calls for +18.8 ES points or...
microjohn, well implemented and tested automated trading system (not discretionary system) for one market segment will cost approximately from...
Bug cleaning with 95% possible with the help of the IB Demo TWS. Logic errors correction, I mean right sequence of steps including event...
Thank you for the advice, man. I will check for a longer time period if the system correlates with any market features. And I will show some...
Yes, 65Matt, that is exactly what I do. For described ATS I opened independent account and try to be not far from the margin requirements. For 8...
4a. Backtesting system results Figure 2, attached below, illustrates the results of system backtesting before the automated system trading has...
Man, I am moving forward through this thread according the plan shown in the first post. Sorry for the delay, I do not have much free time to...
Yes, I have thought about co-locating the reliable machine close to the internet backbone, but hadnât enough time to try it. I would like to...
3. Hardware and software realization My automated trading system operates from home. I have a good full-time job, so I do not see my trade...
2. Development history 2003 Beginning development is dated as 08/01/2003. I selected potential list of different indexes and market...
[B] The noise function is the distribution of the tick divergence in size or value between two data feed sources. I found that more useful for...
Stephencrowley, sorry this thread will not include millisecond timescale trading results. I think the system development for millisecond range can...
Runningbear, thank you for the response. I have tested the tick-filtering procedure like you described. The funny thing is I didnât design it...
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