Recent content by jimmy

  1. J

    Can your strategy scale up?

    Do you mean manual execution? I agree. I also think that it would be hard to scale up a strategy that is tied to a particular sector or a stock or a specialist. My current strategy is pretty generic and therefore applicable to numerous stocks. But the more generic your strategy gets, the more...
  2. J

    Can your strategy scale up?

    I am interested to find traders who have a strategy that's been making money, but could have made much more if scaled up on a large stock universe. A day trader may follow no more than a few stocks just due to the natural limits of a human brain; but his strategy may be applicable to many more...
  3. J

    Working automated system with backtesting

    The system goes through a broker API. Your other questions would be more suited for a private communication, with the 2 conditions set above in the thread.
  4. J

    Working automated system with backtesting

    There is a huge difference between being profitable in backtesting and in real trading. It is possible to be making virtual megabucks in backtesting and never make a real dollar. To make a distinction, I put the word "Working" in the thread subject.
  5. J

    Working automated system with backtesting

    That's a good question, and I guess the mechanism would depend on a particular situation. My backtesting system takes in complete set of market data from NYSE, up to the millisecond; it allows me to validate different ideas on a large array of real data. My execution system performs hundreds of...
  6. J

    Working automated system with backtesting

    I live in NYC and trade a prop account. My system trades about 70-100 listed stocks a day, executing 200-400 positions a day fully automatically. It's pure day trading, I don't hold onto positions. Technically I can run a few hundred stocks at a time, but I would like to raise my average p&l...
  7. J

    Working automated system with backtesting

    Hi, I have just joined the forum and am looking for expert traders who may be interested to collaborate: I have a very strong background in technology and have created an automated trading system. It has a sophisticated back testing component in addition to order routing, and I 've been using...
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