Recent content by autotradingalgos

For any traders out there with more than 500+ trades have you looked at the R Squared values for your equity curves? I combine various systems in the portfolio with Rsquare of between 0.95 and 0.982 and now have an equity curve R2 of 0.9872 since 2004 with 3922 trades. Anyone else done that...

There is a survey at the beginning of this thread guys... would be of great help if you could give your opinions. Regards and good trading

Good idea. Algo Money managers included I hope. Regards

Agree with RedDuke - NT is a very good platform for the money

To ensure that your system is not benefiting from a set of market conditions that will fade away... just make sure your testing period (in sample) is long enough. Mine starts in 1999... and covers a lot of changing market conditions. Regards and good trading

Totally agree with d08 - diversification of even OK edges will yield better results than a single very strong edge. From my experience the reduction of drawdowns really helps in calming the soul and eventually really benefiting from compounding effects. Good trading to all

Managing money for others suits traders that wont affect their own profitability by the impact of the larger size. Running many systems gets around this, but I know that the extra admin of being a CTA / Fund does put off alot of talented traders. Collective2 is a good place to learn about...

NT will allow you to run strategies will very little maintenance. You can easily keep an eye on things and do the necessary maintenance/test management. I spend around 10 minutes a month on maintenance of variables and the rest is research.

Totally agree with i960.... also do not forget that fabulous miscarriage of justice.... Mr Corzine.

Now that is opening a whole can of worms, and you are likely to precipitate a number of Rick Santelli style rants with a question like that :). Its simple.... because the dark pool operators and the HFT/MM machinery are "cousins". They have a common interest. Mr retail/institutional trader is...

That is correct. Selectively of course.

I use NinjaTrader and IB, cheapest and IMHO best package

It sounds like this is something you need to automate. Makes life ALOT easier. Regards

I specialize in the open in Futures and stocks... futures are much easier to pin to exact open because they have a premarket and are traded on one location. For my US stocks for example I just use the NYSE feed... the bid/ask starts off wide once the Market makers have marked the stock for the...