This NQ system is based on a different method... trades more often. All these systems use market orders (both simulated and actual trades), and...
Here is the same system on ES
T&S reveals some interesting patterns for ES and NQ, perhaps because of the tick size and single exchange (fast execution, single quote,...
What is the long term profitability of this system? How stable are these $600/hour returns?
After TWS shuts down, check the contents of c:/jts/oldlog.txt What is in the log file just prior to TWS shutting down?
My colleagues and I have developed novel analysis tools and systems now trading ES and NQ. We seek possible collaboration in the Huntsville /...
I work with a trader who trades robust systems that are mechanically non-adaptive consisting of a few fixed rules even though these rules require...
These networks use past training examples and walk-forward validation/testing sets. The simulations I posted are all walk forward. I have...
Sorry for the delay in responding to your messages. 1) I have tested my systems on longer data, starting on 3/13/03. I didnât present these...
True, though I was wondering if that system could be traded discretionarily. Itâs performance trends very well locally, though it could...
Sure, no problem. I have a colleague with access to about $200M to trade futures trading systems like this, provided I improve the return/risk...
As much as I would love to discuss this stuff in an academic, collaborative way, I donât want to reveal too many details. Iâve spent months...
Yeah. I think good systems need to be âlateralâ in design, as Perry Kaufman writes, having the ability to capture a range of market action,...
I use trained and validated networks (neural nets, constrained least squares, etc.) to determine which subsystem signals to trade. It's a vast...
Although these systems were designed around observations I made while trading NQ, the methods might work on stocks. These systems require...
Iâm not satisfied because I feel I should be able to combine the advantages of these three (and more) without having to add extra complexity,...
Thanks! I agree. Mechanical or discretionary? I realize that allocating capital between systems can be itself implemented as a mechanical...
Or all of the above, trading all systems simultaneously, allocating equity between them? Or should I simply work longer to develop a system...
⦠or a system that does well in some situations, breakeven (or doesnât trade) in others:
⦠or a system that determines the longer term direction, but has higher shorter term risk:
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