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Well, I didn't say the features are independent, there are various ratios, slopes, and velocity and rate of change measurements on the same data - different price levels, aggressiveness of orders, volumes, etc... You can probably extract hundreds of measurements, but of course you have to think...

It's looking at order book and order flow in and out the order book, it measures 50 different features of the order book and feeds them to a neural net. It doesn't look at price history at all. Seems like there's a huge gap between RETAIL crowd and the market making and HFT firms. Retail people...

I have found a creative way to trade with almost no fees, but my approach is limited in volume.

That's pretty cool. What did you use the t-90 for? As far as drawdowns - my software minimizes underwater equity curve and maximizes profit per trade using multivariate genetic optimization - there's a great book on the subject ;) My equity curves on Bitcoin basically look like straight lines...

Well, it's not amazingly accurate, rather it's well trained. it's a genetically evolved neural net that can make quick decisions that is tuned to the order book and order flow on a tick data. Google scientific papers from 2008 to 2018 related to AI, machine learning, finance, and market making...

Yeah I can make limited money, because I'm very limited by my access to markets. If my technology is applied on a pro level with the right access, I there's a huge potential. I just need to find a person who can see this, but I'm thinking this forum is not right for what I'm looking for. I can...

Live test with real account. 1277 traders at this moment, 3 days running.

Mark, that's because you personally do not know me. I read your paper on Creating a Mechanical Trading Model and I find it laughable. "If this then do that"? switches?? Moving averages and daily close prices? If it was 1980 I'd be impressed and that could actually work. But it's 2018 and the...

I'm looking for a low latency, quality and fast execution, low fees, preferably flat fee structure where my bot can trade thousands of quick in and out trades per day collecting small profits. Interbank FX with multiple orderbooks could work with my technology well. As a retail trader I do not...

Maybe I wasn't clear with what my objective is. I've done solid 6 months of serious AI research and testing (including profitable live trading) and would like to present my results to someone in HFT or MM firm who can understand what I'm talking about. That's all.

thank you! I'll check them out

Why are there so many assholes on this forum? I'm not here to ask for money, or peddle BS strategy, or sell BS trading course. I'm just looking to get connected with someone from HFT or MM firm in NYC. Is it too much to ask?

This forum is interesting... lots of strongly opinionated people with different points of view. I guess trading is based on disagreement, that's why. destriero: why did you say: "The sell-side won't look at your algo." ? I'm doing deep research to apply this technology for market making...

I'm not looking for money, I'm looking for an access to low latency/low fee execution market, I have an income from my business, and can fund trading myself. In your opinion what's so unrealistic? The screenshot you posted is about 3 hours of trading only going LONG when Bitcoin is going...

I'm a software engineer/business owner with 20+ years of experience. I've been doing a deep dive into artificial intelligence, neural networks and trading. I’ve been inspired by the videos where AI can outsmart and beat humans in computer games. I’ve read all the latest AI research papers and...

ok, so that's 20% commission from profit if I get 1 point and 2% if I get 10 points, that's really bad:(

ElectricSavant: could you please elaborate?

haha :) That's great, so If I understand this correctly... If my bot trades E-Mini futures and 1 tick is worth $12.50 I buy and sell 10 contracts with a market orders and if I win a tick I'll get 125.00-2.58=122.42 and If I lose a tick I'll be down 125+2.58=127.58 Is this right?

Thanks ElectricSavant! is $2.58 RT flat? If I trade $1k or $10k or $100k in one trade is it gonna stay $2.58? Yes any market with an order book and api will do :)

I have a great AI trading strategy that operates on order book. It showed great potential, but it is a high frequency (30 sec. to 5 mins trades) and only takes small profits. So it mostly fails due to high commissions. I'm looking for a broker or an exchange of ANY MARKET that: 1) Has zero...