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This got me wondering - ran my models (S&P e-mini) There was no statistical difference between win/losses across long/shorts. What instrument would you need to trade for there to be a difference? Wondering?

If your using Visual Studio, then select Help, to Open there help tool. Search for threading and look at the various examples. Get the book Visual Basic .NET - Programmers Cookbook - excellent examples on threading. If your working with multiple forms and trying to display information...

@crm99 "Gawd, anyone using VB in 2010 sucks. I mean, do you want to trust your project to someone that doesn't have the brain power to use c# or java?" Yea Right! I have programmed in every major language, since the development of COBOL & Fortran (over a 2 million lines of debugged &...

OP - this thread is getting old. If your serious about trading then read my post. What I describe works well for me - and I had to hire a mentor to learn it. If you can't structure a profitable trading system based on what I have told you then you probably won't ever be able to do so...

I am amazed at the number of post intended to belittle people. Maybe the folks doing it are trying to pump up there egos, because their actual trading results are dismal. If you have useful knowledge and valuable expertise then share it.

One more thing, It took 3 years to develop the app It took 1 year to test the system(s) This profession is not simple - but the payoff can be rewarding. Hang in there and Good Luck.

Oh Yea, At the end of a contract period I sweep my account, moving the funds to something more conservative - and then I start over. The entry signal is generated by evaluating the intersection of two EMAs based on the first differential of the price (slope). The relationship of these two...

@luxor Unfortunately I can't use your data as formated. But I will look into it. Challenge Download the data for the S&P 500 e-mini Apply your favorite trading system - post your results. My Trading System produces an average daily percent return of 14%. When I compound the...

Managing the trade after your in it is far more important than producing the optimum entry signal. To refine your trade management settings, consider doing the following; Use a signal pattern that puts you in a trade - say every 3 minutes on a 1 minute chart - and alternate between long &...

@vikana Good point vikana - dropping 5% of winning trades is a good idea. My win to loss ratio is roughly 42% win and 58% loss. The important thing here is to properly manage the trade. The average duration of my wining trades is roughly 4 times longer than that of a loosing trade -...

One More Thing... When the markets and my models synchronize - I usually get about 17% a day. When they are out of whack - I loose a ton. The trick (and I am still researching and getting closer to a solution) is knowing which model to engage in each market. What is even more...

Your back testing should include predicted slip on any order that is filled. The impact of slip on a trade can be quite significant - especially if you make a lot of trades. Also, you have tested on 6-years of data, that is a lot, I test on 3 contract periods at a time (I currently trade...

I am confused, it sounds like all you have done is back test. Want to know if you have a great system - execute it with real money. If your results are not within 5% - 10% of your test, then you should consider a new app for system design and testing. Markets change, a system that has...

You don't need a system programmer, you need to learn a programming language - Visual Basic is pretty darn easy to learn.

Who gives a damn what they think?

Thanks for your help - found it! "QuoteCenter is the new real-time software and data feed from Equis International (a wholly owned subsidiary of Reuters)"

Behavioural Investing - A practitioner's guide to applying behavioural finance. There may be better books on the subject, however being new to this field; I found it to be fascinating – even learned something about myself. Develop a trading system, back test it, run it in automatic mode...

Went to their web site (Reuters) - can't find QuoteCenter - Please send the link.

My error - thanks for the correction about TT

Ghost orders are not acceptable with any product used with any feed; one should never have to call their broker to determine open positions. I suspect I know why there was a problem with NT & Velocity’s TT Feed and not NT & Zenfire. From a coding perspective, it is a straight forward...