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I am not so sure. 8 hours is about 250 trades minimum, and if all 8 hour runs show negative results, it should be statistcally significant.

I planned that already, and I agree it should result in 50/50 minus 1 tick for the spread

1) I tried several - 75 ticks, 800 ticks, 1 minute, 5 minute. It never made a difference, and I think it shouldn't, because my trading program does not care about how the price data are grouped 2) I let the program run a minimum of 8 hours 3) I did not - the entry is strictly random time...

I think you are right. Because I already randomized the entry direction (long or short), there is no point in letting two strategies run with different entry directions. What I will try is to increase the average duration of a trade, and see if the loss is the same as with short-term trades...

Commissions are not an issue, was trading on simulator. In real live, they would do an overkill, that's for sure. Concerning the bid/ask spread: I thought if your average wait time before you close a trade would be sufficiently large to give the price a chance to move away form the entry...

I hope someone can help me solving this mystery: I wrote a little trading program that enters and exits trades randomly, without any parameters. That means, the program chooses the direction randomly, enters a trade after a randomly chosen time, and exits it after a random time. I tried it on...

I would go with NinjaTrader and their free simulation platform. You can try out your strategies on sim, and not lose any money while you find out that your moving average strategy won't work, at least not consistently. NT has a market replay function that "records" all the price action of your...

I am having a dispute with my broker because his trading platform let me accidentally open a position that was about 10 times larger than my margin allowance. Aren't brokers required by regulations to ensure their software restricts retail traders from violating margin limitations? And who is...

Problem is, the world (internet) is full of trading programs that promise to make money like your hypothetical program. Many people who tried auto trading with purchased programs have been burned and will now say something like: If it sounds too good to be true, it probably isn't. If you want to...

What about real live trading? I wrote lots of codes that make tons of money in backtesting and flop in live trading.

I wasn't aware that the term HF is exclusively related to the ms realm; I thought everything under 1 min would be called HF. Thanks for the education and your reply; I think that's what forums are for too.

The success of my trading algo is critically depending on how fast limit orders are filled, for example when the prices touch the limit price just briefly. Would co-location be an advantage compared to running the algo over the internet?

What my trading algo does is placing limit orders and preferably complete the trade after a fill in less than 30 seconds. Obviously, getting my limit orders filled is the crucial part of this strategy. I thought this means being as fast as possible, but maybe, after reading all the replies, I...

Which technology should be used for the highest order and data processing speed? What are the HF trading pros using?