Recent content by RScott

i had my sell formula automatically sell anytime after 3:50pm. My buy formula didn't know this, and they fought it out. Buying the stock and instantly reselling it, for 10 minutes. 3000 emails later, i learned my lesson.

I did my first test with them which instead of trading, would send me an email of a trade. And due to a bug, at the end of the day, it sent me 300 emails every minute. I suppose this is what happened to others, so i'm glad i tested first. My strategy runs every minute, but i still can't...

What did you learn about intervals?

Well, i think i'm running into the case that the computation of values for bars are different between backtesting and live testing. When backtesting, the test is only run every 10 minutes (assuming 10 minute bars), and each bar is 10 minutes long. But it seems while live testing, the...

Interesting, i am thinking about doing the same with Strategy Desk. If you are using an intraday system, how much discrepency you do find between the backtested results and the live results? I find that my system has to be rewritten for it to work live.