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@januson I am curious - being that I am not familiar with Visual Basic (to differentiate with Visual Basic .Net) - it sounds like the language doesn't support threading. Is this correct? What environment do you develop Visual Basic code in? Are you Linux, Apple, Microsoft? Just...

@jazzguysoca Tens Years Huh... I have 40 years developing apps - the experience does help. I can give you some pointers, possibly some code examples as well - to help if you need it. gusokeiff@gmail.com "Biologically Inspired Algorithms" Another interesting book I will look into.

@byteme - sorry for the confusion (by the way - good moniker) @jprad - sorry for the confusion @januson - you pick nits.

I don't use VB6 I don't use VB I use VB.Net / Visual Basic .Net I use C' .Net I use C++ .Net ...Microsoft implementations of these languages - using their Visual Studio development environment. http://en.wikipedia.org/wiki/Visual_Basic_.NET I believe you all know what I am...

@jazzguysoca Actually I have a lot of experience with back testing - Wrote my own desk top trading app, back tester, optimizer,yada,yada...(took three years - but it was worth it). I never thought about using completely synthetic time series - I like that! As far as the books you...

By the way - I am a programmer. The only time multiple charts should degrade performance of your system is when they are using different inbound data streams (different symbols). If you are experiencing degradation otherwise, then determine if there is a way to reduce the refresh rate of...

This may be the wrong place to ask this, however... Have you used NT's ATM - if so, can you give me a critique. Just wondering

Really One More Thing VB .Net and Visual Basic .Net are the same thing http://en.wikipedia.org/wiki/Visual_Basic_.NET I got the impression that you thought otherwise. ,...G

One More Thing, Most of my experience with threading was outside the MS world. I had to design non-os implementations that could handle millions of simultaneousness executing intersecting threads and prevent data corruption to-boot. I found the .NET implementation (to say the least)...

@januson Actually I implement threads for the heck of - got a lot going on in my app - it just isn't that complicated for me to do. Your question on how I implement threads seems too open ended for me. I have dozens of instances in my app where I use them - sometimes I use a wrapper...

@jazzguysoca I had to ponder this for a minute - but I get it - never thought of testing a system this way.... ...Damn, you all are good!

@LEAPup Yep, Thats right! Love tick charts. Its funny how different time frames (OHLC) and variable time frame (tick charts) can provide very different views of the same market. Fact is, pick one to trade, use others to verify the trade - I had a good teacher as well.

Couldn't resists final clarification The 1:00am bar will contain a summary of all trades between (but not inclusive of) the times 12:59:999 and 1:01:000

Actually I am wrong, your 1:00am bar should actually be 1:00:000 to 1:00:999 The rest said is correct. ,...Gustav

That is correct. OHLC data streams are comprised of all of the trade action that occurs in 60 seconds. Any other period the bar is to represent (3 minute bars for example) is synthetically created by you application or by the data vendor. Additionally, I have that Apps that create their...

...Not endorsing any providers here, the three listed are all excellent.

Hello! Guess I am still on a learning curve - can someone explain to me; Test #1: Trading With Zero Edge Test #2: Trading With A Positive Edge Test #3: Trading With A Negative Edge ...I fell a little stupid here...

Your questions are not fundamental. It sounds like your are confusing the difference between modeling market action and trading on the predicted results of the model. vs. Modeling a trading system and back testing against actual market data. Which is it?

Oh Yeah, It is always good to check the actual latencies - if they are too high - consider other providers. The best providers can be quite expensive, but the quality of the data can be superior (under 10 milliseconds) For the absolute fastest fills - you will need to co-locate your...

The best way I have found to achieve a desirable positive slip is to do it synthetically. When your target entry is reached, look at the trade data (ticks) - price action rarely moves linearly in one direction for very long. Wait - when the desired spread is reached between you target...