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for sure ...thats the reason for walkforward.. if done correctly it will catch the contracts cyclical (or other ) changes . I use 6 years of tick data (and percentages) to check the robustness of my ES parameters.

I have an automated system that trade futures. The size of the training sample varies with what is being traded and changes over time. The shortest I've seen was 36 trading days, the longest being 160 days...remember that's just one of the variables that is optimized.

Yes...even better with OHLC bar structuring. Walkforward optimization minimize the tendency for Optimization techniques to curve fit.

IMO the only way to test the robustness of a trading system is my using a genetic optimizer to walk forward, with one of the variables being the in-sample period in number of trading days. I hope this help.

flipflopper: I use walk forward and a Genetic Optimizer adding the Optimization period and the Test period as items to consider in the optimization process

I've work with many languages including VBA, EasyLanguage etc.and nothing that I've used can beat NinjaTrader with C#

I've ask about affiliates and don't seem to be able to get and answer from Bright:confused:

IB is down...can not place orders!!!!:mad:

IB is up and down.

If Santelli was good at trading or knowledgable of the markets as he thinks he is, he wouldn't be screaming like his buddy, CNBC number one nut case Larry Kudlow... but making tons of money trading!!

It only shows that Mr. Santelli has a reading or hearing difficulty and a blotted ego. He speaks for the people (traders) who got us into this mess and not the majority of American.:mad:

NinjaTrader:D

Some years ago I can to the realization that my ability as a discretionary trader sucked. Since I was a programmer by profession at the time, out of necessity, I decided to automate my ideas by modifying the code I found in TradeStation and later NinjaTrader etc. including addtional...

I have work with C++ (since the begining) Easy Language, Java and C#. IMO .net languages, C++, VB and C# including multi thread capibilities are essential for sofisticated trading systems. Of the .net languages, I recomend and use C#. The best book (and the only book you would need is Murach's...

I use GA to optimize the OHLC values based on the tick data stream for range, tick, time and volume bars. I often work forward using (tick data) 6 to 12 months ....manipulation of the OHLC bars size, shape and type is the MOST important variable that you can optimize. I do not use NT's...

I’ve developed a tick based trading system several years ago that I’ve integrated into NinjaTrader to utilize NT's many administrative and testing features: It utilizes a multi variable, multi strategy tick based G A walk forward optimizer I could use it to back test…however I am not a...

Hi all: I am a experienced C++ and C# programmer . I'm sorry but I don't see the need for an Open Source Black box Trade Platform. I am using a existing commercially available C# based Trade Platform that I can do any of the things discussed in this thread...am I missing something? I would...

and diversification and a GA based walkforward optimization