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Quote from swoop[TR]: I say, never be complete, let us evolve, let the chips fall where they may. Self improvement is self masturbation, now self destruction... So we should relax, go with the flow, because self improvement is really self destruction? So Prophet, you making any...

Madf, You said that programming a system in C requires to “learn a extra load of surplus knowledge” and is “incomprehensible to us mortals” and “if you can’t learn how to use one in 30 minutes they are too complex” It is very clear you have the attitude “If it’s too...

Quote from madf: I don't need to program in C .. that's the beauty of it. Why should I learn an extra load of surplus knowledge when I can program much easier a simpler and quicker using near English (or American if you insist). ? Then try user friendly tools like TS or Wealthlab. Many...

Why is there this attitude on ET “If it’s too complicated or sophisticated it must be a waste of time or overkill”? Hey, if you want to restrict yourself to simple mechanical strategies, and don’t like learning new analytical skills… I have no problem with that. There are many...

Quote from iceman1: why would you care whether others reply or engage in a discussion... Because I came here to learn, discuss, give and receive constructive criticism. I hoped to find others who feel the same way. if you got a good gig... then ride it yourself, and profit from it...

There are plenty of profitable, large size traders that read ET but don’t post. I know some that have been to ET and were turned off by the negative attitudes and lack of quality discussion. A lot have left ET lately. Some have never even been to ET for lack of time or interest. This has...

I wasn’t being sarcastic. I didn’t fully understand your post and just assumed you knew what you were talking about. I just try to share ideas here…

Many things are difficult the first time around. It’s the right tool for the job I have to do, and much less difficult than people realize. Matlab provides a huge number of analysis tools to design and test sophisticated systems. M to C code compilation is simple and elegant. How do...

proprietary Use aggressive or sophisticated analysis techniques, or math operations normally only available in the most expensive or proprietary trading software. I use Matlab and C code (MEX) for development and testing. I then compile the algorithm from m-file to C code to object code...

There is no easy answer. There are plenty of common sense, simple strategies, enhancements, and publicly available systems that are net profitable but perhaps have undesirable risk, deep drawdowns, or only work in certain markets. -> Easy to find, high risk There are simple strategies...

The best of the two NQ systems is trading 1 NQ contract, and has done well. The other systems are still paper trading because their risk isn't as low and I don’t have enough capital to trade them all. Analysis and execution are automatic and do not require monitoring, except for adverse...

Both, but by examining historical charts, not watching price in real time since I'm better at coding and testing than watching price in real time. I take historical T&S, design a simple indicator or buy/sell signal, then overlay that onto a few historical daily charts, see how the indicator...

Lets return to the discussion on Emini T&S. Who else has developed profitable mechanical systems based on ES or NQ T&S, possibly in conjunction with price analysis? Anyone gleaning information from: trade size? bid/offer depth or changes in depth? last/bid/ask price levels? timing...

I’ve worked with the notion that every system has periods of good performance and bad performance, and that finding consistently profitable, net-positive edges is a very hard problem. So I took a completely different approach... paper trading and monitoring a population of 6 to 50 unique...

Very impressive results! Even if it's not scalable I’m glad to see it’s possible to skim such profits in high volume situations. Can this be automated?

This is precisely opposite to what I have determined through my tests. You don’t necessarily need to see every trade. ES and NQ tick data is highly informative if analyzed in the right way. It also seems less fragmented than the stock tick data I’ve worked with. A lot of this depends on...

Neutrality. Periods where the system sat out.

That's what I've noticed. Stability is improving with volume. The NQ system that averaged 3 trade/day over the summer is now doing 7 or more trade/day recently. It's much more profitable at the 7 trade/day level now than it could be in the summer at 7 t/d. It's not surprising since these are...

Try www.serverbeach.com I use them to host web sites and some trading systems.