Recent content by cgeorgan

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    How reliable is the backtesting result?

    This looks interesting; I do my own work in Ninjatrader so I'm familiar with some of what you're doing. Some questions - What's your fill algorithm? Do you have it set to the "strict" method (that is, if you use limit orders, do you require trade-through prices to fill your limit?)...
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    Slippage for trend following system

    Unfortunately, I don't model "reversing" orders - I have signals that generate targets and exits...once I'm out, I'm out until the next signal. However, I'd say that it's unrealistic to assume that if you reverse (add a tick of slippage on the stop), you need to do the same on the reversing...
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    Slippage for trend following system

    Limit orders: You need to model for price to trade through. Ensure that your software doesn't do a "one-touch" and fill you. This is important for both entries and exits (that will cover your slippage on limit orders). Market orders: 1 tick of slippage every time. If it's a market entry...
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    Softwar for automated Trading

    I use NinjaTrader. It's worked fine for me. I'm not sure how "simple" it is for those who haven't programmed before, because my work is the more complex type...but, like I said, works fine for me.
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    Execution Trader

    Hi there - It's been a while since I posted here, but I'm interested in getting a feel for the going salary for execution traders in Chicago. I used to work in NY doing the same thing (3 years ago), and the salary ranged anywhere from $125k - $250k on the buy side plus (generally) 100%...
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    Went Long Today But Still Feel SICK with HFT

    Joovenile- You set the tone. You made your bed - now, time to sleep in it. Kind Regards, HFT Nerd.
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    Tape Reading

    The days of tape reading are over.
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    ES traders key off SPY or SPX ?

    Is the original question some sort of joke?
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    Went Long Today But Still Feel SICK with HFT

    Joovenile- I'm surprised there are still monkeys out there clicking away on mice. Kind Regards, HFT nerd.
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    any idea what this would cost to get someone to program

    Why don't you pick up something like NinjaTrader and learn to do it yourself? I could probably code up the strategy you're talking about in under 3 days using that platform (not that I'd want to).
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    looking for a programmer

    DIY... http://www.amazon.com/Dummies-CD-ROM-Stephen-Randy-Davis/dp/0764508148
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    Can your broker Fxxk u in stop loss order?

    Your broker can probably internally execute your stop and take the ES into inventory, and unload it at its leisure -
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    CFA: worth the time and money?

    I think at least 1,000 people have parroted that statement. Thank you.
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    CFA: worth the time and money?

    Finance...in Vancouver...just about sums it up. No offense to you and your wife. Willie Sutton: "Why did I rob banks?...Because that's where the money was."
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