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Anyone know of any publicly available c++ wrapper classes which implement Sterling's COM objects? I've never worked with COM before, looking through the sample STIEventDemo program it seems pretty convoluted. Or maybe have a link to a decent implementation guide? Thanks

Hey. Im trying to program a c++ interface from TS using the built in Email Notification system. Unfortunately I have had little luck finding any information or documentation on what the TradeManager Email Notification connection requires. Iv set up a simple test using a blocking WinSock2...

how do you find trading a multiday timeframe compared to intraday trades? its always been a key design element in anything that iv worked on that no unhedged positions would be held over night. i wonder if i am missing out on a lot of good strategies because of it.

Hugin, Very interesting idea. I like how learning based on that type of fitness function kind of ignores exit strategies and just looks purely at the value contained within the entrance strategy. I have recently been very interested in simplifying what exactly the system is trying to learn in...

Heres a new question wrt the strategy analysis component of automated generation. Whats the best way to evaluate the strength or fitness of a strategy (which to record for further analysis)? Straight profit is very misleading, I originally thought that recording the strategies which can...

How well does the 'a bird in the hand is better than two in the bush' adage apply to trading?

I understand that. I meant if you develp a system which showed that kind of promise. Why on earth would you even consider selling it?

If you made a system with a profit factor of +5, why wouldn't trading it yourself be the smartest course of action?

Hey Ron. I was wondering if you could explain a bit more what that application does for you? I am currently having troubles making my application run as quickly as I wanted it to, so I am curious how quickly these commercial applications run. Right now it runs at about ~2.0 strategies per...

its nice to see this type of strategy being used in industry. it gives me a tiny shred of hope.

for future reference we should try to separate the terms 'curve fitting / fitted' from 'over fitted'. curve fitting can be bad, if the 'curve' you are fitting to does not represent a reasonable predictor. or it can be good, as in the apple vs orange example, where it is very rare to find oranges...

I've always tried to to stay away from using the term 'curve fitting' since it always brings to mind the idea of uselessly 'over fitting' a predictor to a sample set. Curve fitting is essential, imagine trying to create a predictor to differentiate between apples and oranges, say the data we...

Isn't that what I'm doing? :) I am worried that my approach may be too broad and will not produce a result in a reasonable time. A more honed approach focusing on correlations like you described might be a better use of my time. I'd still like to discuss the intricacies of the general approach...

I've written about 5 responses to this which I have all deleted because I hav'nt been satisfied with any of them. The idea is still fuzzy in my brain. Lets define |S| as the set of strategies with 'meaningful market insight', meaning strategies currently being used by system traders...

Thanks for your reply maestro. Agreed over fit strategies are a huge problem. My intuition is telling me that if/when this strategy fails to produce a working forward tested strategy, it will not be because of too many over fit strategies being produced, but because the sheer size of the...

Hello, I am currently doing research into generating profitable strategies using an ML system. I was hoping to start a discussion here on ET to help advance this idea. Research into directional trading is something fairly new to me, so the insights from traders who currently trade profitable...

hey frost. i was wondering if you used any broker hosted stop losses on these trades?

highprobabilitytrader? how much did that guy stary with?

im reading it. i think it will be useful for system traders who are debating wether learning to actually trade is a better path than strictly staying automated. btw. are your positions long? tomorrow morning is NFP before open. i wouldn't be too surprised if there was some kind of knee jerk...

hey guys. i was wondering if anyone here has some experience using built up IB historical data for backtesting automated systems. i want to start testing systems with a wider range of assets and types of data beyond bid/ask prices. i am looking to build a database ideally from 2001 to 2007 in...