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Not impressed....too much emphasis on Forex.

I don't know, but would someone please tell the CME Group ? They still have outrageous margin requirements for BTC and MBT.

If you use any of the Set functions (SetProfitTarget, SetTrailingStop, etc) or have [IntrabarOrderGeneration=True] in your code, it will NEVER be able to achieve backtest=realtime results. One workaround is to create functions that mimic the SET functions. For instance I created my own...

I am curious as to what they said when you mentioned this to them ?

I was on the Elliott Wave forum for a while but quit when I saw it was pretty worthless for intraday price action and analysis. Longer term ? Pretty good. https://www.elliottwavetrader.net

This thread is a bit silly with no trade performance stats. My head is kinda hurting from looking at all of those charts.

Have you been able to quantify what the slippage, poor fills, and latency has been costing you ?

So with your technique, you always get realtime results = backtest results ?

What is IOC ? Did you mean IOG (IntrabarOrderGeneration) ?

Mark - did you try using LIMIT orders ? if Slope > LimSlope then begin if Ave < Ave[delay] then Sell Short Next Bar At Close Limit else Buy Next Bar At Close Limit ; end;

Using range bars could be the problem. Mark - can you post your entry and exit code ? Have you been able to read the log of the API calls to the broker ?

Mark - I don't quite understand......what conditions ? The big factor in getting historical results to match realtime results is intrabar order generation. That makes a big difference. However, intrabar order generation is usually needed for scalping systems. Other systems can get away with...

Build my own platform from scratch ? No thanks...don't want to be refining it and debugging it for the rest of my life. Multicharts is hand-crafted C++ code and it is extremely efficient. Without this, I would have to get a newer, faster CPU. How many times faster is C++ than C# ? Total Run...

So Ninja trader is superior in this regard and can handle all of those exceptional conditions ?

Andy - you need to give specific examples of where MC is deficient in order placement.

Why use global variables ? What is the purpose ? What is the advantage ? Sophisticated ? They only need to translate power language order statements into orders recognized by the broker that is linked. The other thing they need to do is round the order price correctly. For example...

One must understand some important issues with regards to orders issued from MC : 1) When the code directive [IntrabarOrderGeneration = True] or when the Format Signal option of "Enable intra-bar order generation and calculation" is set on, the likelihood of a huge number of cancel orders is...

Vic knew that....and that's why he refused to cover his naked short position....he wanted the "extra" return.

Victor was a huge risk-taker as his short options positions were mostly naked. As long as your short positions are covered (credit spread), you'll be fine. You won't have the returns of Victor, but then again, you most likely won't blow up. RE: "ego"...indeed remain humble.

I don't see why monthly Sharpe would not be appropriate for high frequency trading systems ?