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  1. J

    IB API HOWTOs and Guidelines - For Beginners

    Ok, but I do not really want to hard code my login and password in the software. In fact it's for a public software program that should behave different on real and paper accounts, regardless of the login and password. - My real account starts with "U", but I'm not sure if paper accounts always...
  2. J

    IB API HOWTOs and Guidelines - For Beginners

    Back to API issues: Has someone found out how to detect if the account is paper or real? I have found no info in the API documentation about this.
  3. J

    Silver History

    The title says it all: Does anyone know a source of XAG/USD 1-minute history from 2004 to 2009? I googled the web up and down, but to no avail. I can get XAG/USD M1 history from my price provider service only back to 2009, but would like to do a test back to 2004.
  4. J

    How to implement communication between mt4 and external app

    MT4 needs to run a loop in an EA for answering events. You can find an example of such a loop in the source of the mentioned Zorro/MT4 bridge DLL.
  5. J

    How to implement communication between mt4 and external app

    There is a Zorro DLL, the MT4 bridge that connects MT4 to other applications. It has a simple interface to transfer prices and trade orders. It's for Zorro, but it can be used by any software that can call DLL functions.
  6. J

    Algorithmic trading for hedge funds: hedging techniques and application to a folio

    If I understand you right, your current method is the result of a selection process during which you've thrown away many other methods that you now consider curve fitted delusions. But why have you thrown them away, but keep the current one, despite the losses?
  7. J

    Algorithmic trading for hedge funds: hedging techniques and application to a folio

    Why do you think that other peoples' trade methods are curve fitted delusions, but yours is not? This is not for mocking you, I mean the question serious. I've seen that you started new journals here several times - this is the third or fourth - and always commented your large losses with...
  8. J

    The survive game of a system trader

    Have you used system parameter optimization? And how do you test your systems - in sample or out of sample?
  9. J

    Market Meanness Index

    Smallstops: Never try to post some code with a "<" in it on this forum without special precautions. I forgot that...
  10. J

    Market Meanness Index

    Here's a practical example. It's an extremely simple trend following system, like the one from this thread: http://www.elitetrader.com/vb/showthread.php?t=249314 First, the version without meanness filter: double* Price = series(price()); double* Trend = series(LowPass(Price,500)); Stop =...
  11. J

    Market Meanness Index

    Every algorithmic trader has to invent an indicator sooner or later, so here's now my contribution, the Market Meanness Index :). Here's the algorithm in C, applied to a data series: double MMI(double *Data, int TimePeriod) { double m = Median(Data,TimePeriod); int i, nh=0, nl=0; for(i=1; i...
  12. J

    The survive game of a system trader

    Use all your 12 systems different algorithms?
  13. J

    [Need Advise] Language for strategy development (R, Python or VB.NET)

    Python would be far more efficient, but why do you need a different language for prototyping? If your strategies run in VB.Net, why not prototype them in VB already? Here's a speed comparison of languages: http://attractivechaos.github.io/plb/
  14. J

    Trend Filter using Power Language

    If you have a quantum physics background, the answer will probably not surprise you: neither. Detecting trend early is a difficult task with no standard solution, especially since trend can be caused by several different reasons. But neither counting candles, not RSI or ADX are suited for...
  15. J

    Experiences with IronFX?

    Has anyone made good or bad experiences with IronFX? Can this broker be recommended or is caution advised?
  16. J

    Trading algorithmically a folio without stops (with IB), real $$$

    For real? I thought that was a joke... Normally in such a situation you analyze the system, find the problem, improve it and go online again. It should also be possible to run such a system without this extreme capital requirement, by using cheap assets such as Forex and CFDs.
  17. J

    Trading algorithmically a folio without stops (with IB), real $$$

    We don't provide track records of the Z systems. Any record that you find on the net is probably from a user, not from us. The only record really from us is the system on Zulutrade from one of our developers.
  18. J

    Trading algorithmically a folio without stops (with IB), real $$$

    Basically yes. EMA is a one-pole lowpass filter. We're using multipole filters. They have the advantage that they filter better and have less lag than an EMA.
  19. J

    Trading algorithmically a folio without stops (with IB), real $$$

    I am not alleging that you're ripping of your investors - I assume that you honestly believe in some success of your system.
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