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  1. B

    Access to Leverage

    If you don't have the money right now, I can't possibly see how you could stomach a market move against you while leveraged. One tends to look at money differently when you have it, vs. struggling with it.
  2. B

    What type of drawdowns do you go through with your system

    Seriously. ET needs to implement some sort of user reputation system to increase the signal to noise ratio of quality posts. If there was a reputation system, I think users would think twice about posting a useless comment. This is the problem with the visible post count.
  3. B

    programming experience

    It was an MCAD book by Amit Kalani. But there are better beginning C# books. I recommend Murach C# http://www.murach.com/books/cs08/index.htm
  4. B

    programming experience

    Balls, Just so you know, VB .NET is just C# without the open and close brackets. The VB and C# teams damn near share the exact same features now with the upcoming C# 4.0 release. I think Microsoft kept the 'VB' brand around during the transition to .NET so they wouldn't alienate the VB...
  5. B

    Performance comparison of MultiCharts vs Tradestation?

    MultiCharts wins in backtesting by a large margin. Both applications may be multi-threaded, but the TS backtesting process is only assigned to one working thread. MC would appear to be using SMP or AMP.
  6. B

    how much slippage to expect?

    Kris, if slippage is a major concern for you, then just tell your algo to not enter a trade if the spread is beyond your threshold. Otherwise you will need to play the limit game, which is a whole different story.
  7. B

    Order spam

    Cool. How long does it usually take for the 100 share order to fill? Which exchange?
  8. B

    how much slippage to expect?

    My formula for slippage is (optimistic + likely + pessimistic case) / 3. This is based on historical bid/ask spread which I have collected on my own. The next thing I want to do is make an average spread based on the time. E.g., for x instrument, spread = y @ z time. I would not think too...
  9. B

    Just show me one intraday mechanical trading system that is profitable

    Yes I did. Sample, out of sample, walk-forward... portfolio exposure is @ 25% in backtests, but in real trading I run @ 50% exposure.
  10. B

    Just show me one intraday mechanical trading system that is profitable

    Yes. The post I made in cgarcia's thread (with the same name) is intraday.
  11. B

    Is Microsoft giving up on Vista?

    Did she just say Windows 7 will be Windows 6.1? Can anyone who works in marketing please explain to me (an engineer) how exactly your brains work? I really would like to know.
  12. B

    Tried to change from Tradestation to MultiCharts but gave up

    I tried to make MC 5 beta work for my trading, but my demo ran out and I could not get it to work "reliably" with IB TWS. One of the big problems for me was that TWS wants to shutdown every 24 hours. When I relaunch it, sometimes the charts do no update, subsequently breaking the strategies. If...
  13. B

    Is Microsoft giving up on Vista?

    I've been hearing a lot of good praise about this Windows Mojave.
  14. B

    Just show me one mechanical technical analysis that has been profitably backtested?

    Is it so hard to believe that some of us are actually successful at implementing trading systems? Just because you don't posses the know-how, does not mean that others are also incapable. Face the reality; not everyone on this forums are losers. Portray that.
  15. B

    a project to compete with Collective 2

    The fees on c2 are what keep me from exposing my system. Covestor should be monetizing before next quarter. These are the guys you are going to have to one up some how. Expose an API in the popular languages, XML/SOAP web service, AND yodlee for auto-import brokerage trades. Target the...
  16. B

    Just show me one mechanical technical analysis that has been profitably backtested?

    Including 2% commission per trade and 3.5% slippage. Historical tick for backtest, but uses BBO calc. for realtime trading to minimize the slippage.
  17. B

    Just show me one mechanical technical analysis that has been profitably backtested?

    Are you implying that "pros" don't backtest? or that amateurs are impeded by it?
  18. B

    IB: "...terminate our relationship with you..."

    Homeland Security: Clearly your friend is a terrorist who is laundering money. And quit being a bitch about it on the internets. It's not you, so what do you care.
  19. B

    Hosted automated trading platform

    Good point. Also, would your platform be local software (installed), or cloud-based? Furthermore, would the user's IP be protected from, you? If so, how? I've seen one visual flow-style designer type platform that run on local machines. But it is not a hosted solution.
  20. B

    IB TWS app closes on its own?

    You are making assumptions. The system does include heartbeat monitoring should the network timeout. The issue was that TWS was closing altogether and I did not know why (well I do now). TWSStart does a good job of flipping the PM/AM timeout to prevent auto-exit. I do like the database idea...
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