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  1. G

    Gem’s bot

    The only sounds produced by the system are brief alert sounds to notify of changes that take place in the major entries table. Currently they are muted since the webinar program that I am using does have provisions for computer sounds. Pls check the site for updates on this issue...
  2. G

    Gem’s bot

    I could not put it in better words myself. It is the 5 secs that mix past with present to project to the future.
  3. G

    Gem’s bot

    Sorry I cannot be all the time in the webinar myself. After all it is an automatic system. Will try to cover all questions here, particularly on weekends. To give a simple answer the program may choose that at that particular time the x minute is more important than the others and may...
  4. G

    Gem’s bot

    Describing the principles of the system can be done in many ways. Certainly what you mention is correct, although your emphasis seems to be in the past tense as opposed to the future. The system is not trying to see what would have been the ideal weighting of the indicators but tries to...
  5. G

    Gem’s bot

    Frequently I call the Market Strength the backbone of the system. Along these lines your question refers to the Heart of the system. It is indeed the vital point that can make the system work or not. Most of the coding that is run every 5 seconds has to do with the variable weighting that the...
  6. G

    Gem’s bot

    I have uploaded today’s data in a personal site that I use throughout this period, where you can find data for the last few months and lots of explanations regarding the system that I use. If anyone is interested the site is http://www.sophocleous.com/usa/ As of tomorrow you can also see...
  7. G

    Gem’s bot

    You are absolutely right in your observations. The exits prices are not shown in the excel sheet. The exit times are shown, but in an unconventional way, as the time when an entry is removed by the system. The entry prices are usually a few ticks away from bid/ask levels and are well...
  8. G

    Gem’s bot

    Today we had an average day with the system ending up on the positive side and again ER outperforming the other instruments. Here is today’s data.
  9. G

    Gem’s bot

    Another day that ER produced better results than the other instruments. Will be pleased to discuss anything regarding the system and will listen to all suggestions for improvement.
  10. G

    Gem’s bot

    As mentioned you may think of RFV as a Moving Average. It does not matter what tag I put into this particular number, the way I use it is of crucial importance. You are correct in your understanding of the spreadsheet. At any instance there is the classic last price plus another system...
  11. G

    Gem’s bot

    As to how and why the system expects the market to have a certain value at each point in time it is only normal to do so when you run a system with the objective of producing entries that you expect to lead to profits. You need to have a starting point. Although RFV is not a Moving Average...
  12. G

    Gem’s bot

    I am in touch with Ninja Trader since it is one of the few platforms that can receive orders from Excel VBA. They told me that even with nt6, which is going to be released in February they will offer limited support on VBA and they suggested using Ninja Script instead. I do see their point since...
  13. G

    Gem’s bot

    We had another day with above average performance for ER. The max profit registered for ER was +$1,785 and maximum drawdown was -$245, while for the four instruments combined together the corresponding numbers are +$3,255 and -$353 For those of you who are downloading the spreadsheet, it...
  14. G

    Help getting web data into excel...

    Save the file somewhere on your disk as a txt file. Open up Excel. Open the file you just saved as a Files of Type: Text Files. Text Import Wizard will appear. Choose to open as a Fixed width file. Press next and finish. That’s all.
  15. G

    Gem’s bot

    An interesting day, with a lousy start that soon compensated and gave one of the better trades starting around 10:17 EST. Overall a day with a little above average performance.
  16. G

    Gem’s bot

    I am using eSignal for data feed and I export results with DDE to Excel. You are right, the bot was required to process the numbers, since they are far too many for me to comprehend and react in a short period of time. The complete cycle takes less than 1 second so there is no real delay to...
  17. G

    Gem’s bot

    The Automatic Trading System collects data every 5 seconds for each of the following instruments, ES, ER, YM and NQ. I am submitting today’ s data for all four, but since ER seems to be performing better that the others, lets concentrate our discussions on ER. There are only two new...
  18. G

    Gem’s bot

    I have been reading the threads in this forum with great interest since for the last three of my eighteen years of trading I have spent developing Automatic Trading Systems. Currently I am in the last stages of development of a system that Automatically creates entries and exits for ES, ER...
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