it's a silly oversight, 1 that i made as well. i'm now rebuilding my ats on live data. not a biggie.. but a lil set back i suppose. only solution...
i think sim data vs live data played a factor. based on what i see on my on setup..it coulda been crucial. prolly sounds crazy, but for example.....
thanks for the suggestions Steve. it's been fun if nothing else.. i appreciate the encouragement.
i'm gonna rebuild mine on the real data. i won't try to patch it up. it's obvious the system behaves a bit different. i don't know precisely...
my best ats i have running on IB's simulated acct. so, i applied it to the same data period on real acct. was still decent.. but an obvious change...
austin.. what would be a reasonable fwd test period. 2 weeks 2 months 2 years ?? my system is more swing than pure intraday. ~ 2...
after following this thread, i must say ima bit discouraged. not because i have not made progress w/ my ats ..i have. it's just sounds as if i...
Frosty, thx for sharing this process.. i wish you much success w/ the next model :)
ok.. i'll take the other side. i say frosty won today.
seriously, we need a guru here! :) honestly.. for example, i have several ATS's i'm tracking and showing nice equity curve, pf , etc., on...
i think (but can't prove it yet) that the data from the IB's simulated account vs the "real" account is slightly less than identical. i base it on...
i suspect that many who endeavor to build these actually never succeed, or are still attempting to succeed. prolly others have immediate success....
developing viable automated systems can be extremely time intensive (assuming success is even achievable). do you think you will be ok w/ the...
:) (sry..couldnt help it, i be ready apex!)
the discussion is kinda dancing around the point i was trying to make earlier... any strat can have a hard/ emergency stop. you simply find the...
i would say in my experience (i'm well documented n00b).. i set every new ATS w/ 3 parameters in place at the get-go. -buy/sell signal -hard...
i'll be interested to see how it works out. might i ask, what's the purpose of ninja? order management for day trading maybe? cuz, it wouldn't...
where on the equity curve does "live" trades begin?
up :)
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