26 books including classics like New Concepts by Welles Wilder.
A full and amazing range of books.
Attached is document with all details.
I am moving (Continent, not just country) and must seriously lighten my load!
Someone is going to get real lucky - first come first served.
I...
I am both saddened and concerned by a few of the threads that exist in this forum directed at beginning and struggling traders. These posts are full of waffle, lack any concrete assertions or propositions, and generally seem to simply go on about vaguely nothing. I personally believe that the...
CoolTrade looks like about as Micky Mouse as it gets... I would not spend even more than ten seconds on the website, let alone think that it is a worthwhile product...
just my opinion though...
i don't believe the graphs posted above show any explanatory features of either robustness or optimization in a trading system...
when a representation of system performance shows the bad effects of optimization what you see are a few isolated peaks of solid performance in a sea of...
this is a question of long discovery for me...
I'll anwser it like this: the point of switching markets is that it is an esay way to randomise the data for you. I would say that the robustness increases with the difference between the markets and the correlation (smaller is better).
But...
hausse has nailed it for you...
let's say you optimize and find that at period parameter of 20 is optimal. You then test period = 19 and it loses money. System is not robust and is in fact bullshit.
Robustness across not just all parameters but also time frames, time periods and...
1) TWS does NOT have a tick datastream - IB feed it an aggregated sub-second stream
2) I assume you are wanting a real time tick data stream?
3) if 2) is yes then the most important issue is what application you feed the stream to, which you don't mention at all
if an IB guy comes in here can you please also clarify if the feed on the FIX connection is the same as the TWS data feed or different? I am specifically referring to the sub-second tick consolidation method that IB uses on its TWS feed. Or in other words, is the FIX data unfiltered?