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OK well, I agree for the most part. I am probably assuming differently though, because I am working on daytrading ATS which executes around 10 trades per day on a single underlying. In my experience (coupled with a bunch of studies, tests, etc), the small-scale signals and rules that traders use...

What research is that, i'd be interested. There are traders out there who have been using the same technique for 10+ years and stayed profitable. Their technique is their holy grail. Now tell me one reason why you couldn't teach an ATS to do the exact same thing as that trader. A good ATS will...

You tried getting a holy grail ATS and gave up and then came up with some temporary strategies all in the 3 months? You haven't worked hard enough for that holy grail, imho, or do i misunderstand?

If you know how trading works and how strategies are built, do it yourself. I'd never put up with someone like that, and I also believe in statistics in back-testing very much. He just sounds like a waste of time. Creative people aren't realistic. They come up with good ideas and ways to think...

For most intents and purposes, they don't need to identify them. But when they do, they look at regular changes made at regular levels. It's like this, when humans act on signals, they're not so precise. Their timing is not quite precise, and if they make 10 orders of N they don't execute them...

Sounds to me like he input historical data (not sure how much of it) into his own pattern finding code and came up with those time signals. He said his pattern finding code is based on pure mathematical theories of nature - where the assumption is that the stock market follows a natural pattern...

Reading the OPs previous posts, he sounds like a hysterical coke user. Credibility of statement, zero. Though maybe he doesn't really understand that he really could get sued for saying these things. People are touchy on that subject right now. I've just spent some time reading the IBKR...

ditto

Ok, that's brave to post signals for the future. But the problem is: we don't know what your TIME signals mean. In some charts they just appear in the middle of a trend, and in others when it is changing. A signal is not useful so much if we don't know the direction. Maybe only we can be more...

SINA is very volatile, liquid enough, and a higher share price means you pay relatively less commission if you have a per-share commission with your broker. But be careful, it moves a lot and you need to be fast. It doesn't follow the market so much, or the news. Volume (liquidity) is very...

This has been going on for a long time, not just now. Yes they track the book and know what's going on, but they only use that information when they know others are not "cooking" it by placing ghost bids. In most cases the book isn't worth much, but in some cases it can be - when other algos...

I'm developing my own bot for a while and I can tell you, I see those things happen mostly when it's hard to tell if a trend is being broken out or confirmed. Sometimes my own system gets confused around those points. It's primarily driven by computer analysis. It's quite simple really: there is...

Small bursts of activity like this happen for various reasons, and there are many possibilities: -HFT sees the book evaporating and tries to push it -A large institution buys medium numbers of basket stocks pushing their prices up/around easily and thus the index gets a little...

Strategy evolution is a noisy business. Here's why: at least when systems for daytrading are concerned (avg 10 trades per day), you may tweak your system for the latest few months so that in backtest it gives better results. But the problem is, a few months is a very small sample, and due to the...

I coded a system almost identical to this one as my first one back when I was using NinjaTrader. It didn't work on backtesting. What it needs is additional info, such as trend channels, detecting higher lows, lower highs, and lots of other info. In the end, it was simpler to not really use it. I...

Thanks ids, that was useful info, and good to know.

I'm from Europe. I don't like the sound of that, but it makes sense. Why doesn't USA join the EU, that would be nice. Oh no, wait... Seriously though, I thought there were better guarantees for international clients. The US law touts itself on consumer protectionism, but I forget that it's...

Hey the Greek PM just sacked all of the military. Maybe they re-organize and do a coup like they did a few decades ago. That should help towards a crash. Maybe? Hehe crazy Greeks.

Telling that to people who lost with MFG isn't going to make them feel any better. Show some sympathy? I still think somehow someday some of the $$$ will be returned to them. The rest of us took out a lesson from this, and maybe some of us will use different brokers for different accounts...

Thanks for the replies. So it seems it's a bit of a matter of luck (whenever IB feels they should transfer) as to what's in a securities vs commodities account at any given time, plus how much each of these was being traded and how often. It would be comforting to know that on each closed...