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I have to clarify things here. When I talked about forecasting chop I was referring to real-time, not a general forecast of the day coming up. What's happening currently? The toughest part of it is figuring out you're in chop RIGHT NOW and preventing the system from making trades until the...

My sentiments exactly. I was going to say that it's not difficult to forecast chop - it's almost IMPOSSIBLE. Yesterday is useless for anything but regrets and "what if's". Yes, developing a filter is somewhat challenging, but so is finding an edge in the first place, and so is being...

I also have to agree here. Our system was developed with two traders and a programmer. The system does have periods of stagnation (4 or 5 days of small winners and losers) followed by large gains. This is not uncommon especially in certain market conditions. For example: last month, about...

Good luck.

We started with GTAPIB but have since re-written it with the C++ library. Both worked for us.

No one else seems to be responding so I'll come out of the woodwork. A small group of us have developed a system using their API that has been running live for the past few months. I can't solve your problem, but at least I can let you know that it does work.

Yes it is, I'm living proof.

Good replies so far, but perhaps I should be more specific. I was refering to automated trading backtesting using actual data. For example wealth lab and esignal both have languages that allow you to set up an algorithm and backtest it over past data and execute trades to give you a final...

Thanks for the input. What I'm really asking though is what YOUR experience has been. I don't expect you to analyze what MY system would do. I wouldn't presume to expect that anyone could tell me what would happen in my specific circumstances. This is more a discussion than me asking...

Heh, yeah guys that's exactly why I'm asking. I'm not looking for THE answer, just what some automated traders found when they moved from backtesting to live trading. If 5 or 6 people posted what the difference was profit wise I think it would be interesting. I'm hoping just to get an...

Great to hear, good to see that Genesis is never sitting still. Any news on the promotion?

I've been reading these forums for over a year now and I've recently begun development of an automated trading system. It's going well, but I was just curious to those who have systems running: What was the accuracy of the backtesting results vs the realtime numbers? Was there any...