Recent content by vlad

Thanks, it looks like working ... Ó íàñ òðåòüÿ ÷àñòü êóðñà æèâåò â ðàçíèõ ñòðàíàõ, íå â Ðîññèè, è óâû, ìû âûíóæäåíè âîò òàê ïèñàòü äðóã äðóãó, ïîñêîëüêó òàê áûñòðåå, äà è...

Sorry, I just do not have russian marking on my keyboards. U nas tret'ya chast' kursa jivet v raznih stranah, ne v Rossii, i uvi, mi vinujdeni vot tak pisat' drug drugu, poskol'ku tak bistree, da i text perekodirovka ne vsegda srabativaet, raznie platformi, ne vse je s MS. Regards, Vlad

Vlad, ti idesh zavtra na yubilei shkoli? Ya davno-davno tam ne bil ... Da, i vot zdes' izvestnii test Kolmogorova-Smirnova pochemu-to nazivayut imenem Lellierforta. To, chto sdelal kogda-to Kolmogorov, zdes' zanovo yakobi otkrili .... no pod svoim imenem. A koe-kto daje nobelya za eto poluchil...

About my system please see: http://www.elitetrader.com/vb/showthread.php?s=&postid=743847#post743847 Po itogam goda i podgotovlyu deta'nii otchet o resul'tatah etoi systemi. Seichas zanyat bolee ser'eznoii razrabotkoi: non-randomness detection and ee ispol'zovanie. To, chto...

Privet people, I live in New York area. Autotrading as a hobby: Futures, Forex, Stocks. Fizmat background: FMSH 18, MFTI. Cheers …

Lawrence, thank you for the advice, I really appreciate it. But to add an alert for bad prices need to set up some criteria. You said a; could you say b? --------------------------

In May the ATS provided trading calls for +4.45 ES points or $222.50 per 1 ES contract (see attachment). Real ATS trading made +4.70 points or $235.00 per 1 ES contract. Difference is due to the IB two times has executed stop orders better than expected. ---------------------------------

8. Comparing the automated trading system calls with the real trading results In April the ATS provided trading calls for +18.8 ES points or $940.00 per 1 ES contract (see attachment). Real ATS trading made +20.5 points or $1025.00 per 1 ES contract. Difference is due to the discovered error...

microjohn, well implemented and tested automated trading system (not discretionary system) for one market segment will cost approximately from minimum side: 2 persons x 2 years x $150.000 = $600.000. Hardly any serious developer will sell it to you for 10% with a full disclosure. Very...

Bug cleaning with 95% possible with the help of the IB Demo TWS. Logic errors correction, I mean right sequence of steps including event processing from TWS, is possible only with real money. It doesn’t take much money; it takes a lot of time. Why I am talking that I am not sure 100% for my...

Thank you for the advice, man. I will check for a longer time period if the system correlates with any market features. And I will show some statistical tests for current system evaluation. --------------------------

Yes, 65Matt, that is exactly what I do. For described ATS I opened independent account and try to be not far from the margin requirements. For 8 1/2 months this margin requirements had not been of use, but who knows, in critical situation it will be additional protection...

4a. Backtesting system results Figure 2, attached below, illustrates the results of system backtesting before the automated system trading has been began. This system, STM 18, composed of 4 different trading systems having approximately the same results for 301 analyzed days. These selected 4...

Man, I am moving forward through this thread according the plan shown in the first post. Sorry for the delay, I do not have much free time to prepare my data for representation. Roughly speaking, I have only 20% in real trades relative to back testing results. All details will follow...

Yes, I have thought about co-locating the reliable machine close to the internet backbone, but hadn’t enough time to try it. I would like to test it in the next year, when I will be ready to launch automated trading system fighting for money on diverse market segments simultaneously...