Recent content by iancand

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    ToS is adding "Robotic Trading Engine"

    The Prodigio platform uses the GUI as the primary way to create strategies by loading visual compnents by clicking and dragging using the mouse, configuring the component variabls/settings, and then linking the components with the proper relationship to one another in a visual fashion like Visio...
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    ToS is adding "Robotic Trading Engine"

    It works the same on Windows and Mac OSX platform at this point, I am running it on the Mac myself but also have a windows box that I have tested it on. Which is to say that Prodigio right now does not have the ability to fully automate order fills and auto send orders, but it will scan and...
  3. I

    Thinkorswim Prodigio RTS

    Has anyone else out there had a chance to test out the new Prodigio RTS robotic trading system from TOS? Just want to see what people feedback are on the system. Months ago I was debating of which system to move to and was in the running for Tradestation but instead had held out for for TOS to...
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    ToS is adding "Robotic Trading Engine"

    I finally have the ability to tool around with Thinkorswim's Prodigio RTS (still in development not rolled out for live use to the masses yet). I sat through watching the two introduction videos which have assisted my exploring. The WizardLab is an awesome way to build entry and exit strategies...
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    ToS is adding "Robotic Trading Engine"

    From the Thinkorswim Traders Lounge on Dec 30 http://mediaserver.thinkorswim.com/transcripts/2009/20091230.m4v It sounds like TOS are getting ready to finally roll Prodigio out. I have put my name down hopefully I can login soon and see how it runs first hand, this will be a huge improvement...
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    Auto trading newbie

    I am still trying to make some automated strategy work it with Strategy Desk, it really is true the more complicated the strategy the less likely it is to work with Strategy Desk. No luck yet in fining any strategy that has much similarity to any resemblance of backtesting results even after...
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    Auto trading newbie

    Hopefully by Wednesday I should have enough evidence to see whether my new formula is working as expected or I am again completely wrong. I should have had about 32 to 45 orders and if I backtest and compare the results on Wednesday I should finally see a strong similarity (within a few minutes...
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    Auto trading newbie

    That is exactly the issue that I discussed with the SD support staff. So with the inability to properly backtest at the tick level and that slippage can affect shorter time frame based strategies much more so than longer time frames strategies I am staying away from strategies based on intervals...
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    Auto trading newbie

    I have had some good success with ATS strategies but I found most of it was luck. I had left out backtesting the 1m intra-bar signals. I had had some good trades that just by chance when there were no intra-bar signals. My original strategies looked fantastic on backtests but that wasnt real...
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    Auto trading newbie

    Insert foot in mouth. I just got off the phone with Strategy Desk support staff and realized learned how incorrectly I have been using the intervals. Back to the drawing board to make strategy better. So far learning a lot about ATS and still making money which is good.
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    Auto trading newbie

    I have found that when backtesting with Strategy Desk that the if I set the Interval option to a smaller interval that I have in my strategy without checking the Override box the results are very misleading. The intention to set the Interval lower is to check for the Strategy paramaters more...
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    Auto trading newbie

    I agree, got rid of the pre-canned strategy over the weekend and now running on my own approach. I have been trading for about 10 years, started out with about $700 and over the years with some growth and lots of paychecks deposit I am trading with about $34k now (was $28k 12 days ago had...
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    Auto trading newbie

    Strategy Desk is definitely not built from the ground up with Automated trading in mind, it seems like an after thought that was thrown in. I find anytime you modify your strategy you you will need to manually approve the trades at least once for each security buy and sale before it is fully...
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    Auto trading newbie

    I am pretty certain that I am giving up on fundamental trading and so rather than paper trading the new ATS I am running it live. And then reviewing results with backtesting on a weekly basis to see reality vs test system. I try various periods and stocks to try an prevent curve fitting but to...
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