kotika, I read your first post, walk around in the living room and thought it was amazing how many that actually would spend some time on...
Hi JB3, I have been re-thinking my fully automated trading project the last month and your comment is pushing me in the direction I will...
Corelio, My explanation wasn't that clear so I will give it a go here with different words. I am not just taken the parameters that fit best...
Rabbitone, I like your top-down approach and will try to adapt it. From previous working experience I have done many top-down approaches on data...
NY0BScalper, When I do discretionary trading I pretty much break even and my style is just as you describe it - many trades small profits....
Rabbitone, I think you are familiar with the expression 'curse of dimensionality' from all your testing. Curse of dimensinality is the fact...
Thanks Rabbitone for your comments. Regarding the sector/etf model your are right it is basically a scanner with some entry logic. The reason I...
Yes I am planning on being an statistical outlier
thanks, I have just ordered the book from amazon.
LOL, I knew this one was coming.
thanks I will start reading it right away.
By fulltime I mean fulltime developing strategies not fulltime day trading. Living off my savings.
regarding trade management it is not initial position size it is more trade management strategies I think I should optimise. Scaling in/out,...
Actually I think I will give this a go. One of my challanges was also the normalisation of the two time series, or when to have the initial...
I have also considered those options. However, if I cannot get the other systems to work I don't think I can get a fully automated newstrader or...
From my savings I started out in marts 2008 fulltime trying to build fully automated systems. So far 10 months working on fully automated systems...
Yes, just as NinjaTrader does with the CalculateOnBarClose() method which can be set to false/true depending if you run your strategy on tick data...
Somewhere on ET you can find these two links which got me started: http://www.matlabtrader.com/ http://www.exchangeapi.com/ProductOverview.htm...
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