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http://www.javazon.com/HedgeFund/Predrand-web.pdf I'm just showing another article I stumbled upon on the 'net....with my commentary natch. It appears as though our Russian friends are interested in trading the markets with neural nets....and they are connected to this large brokerage house...

Regarding Tradestation and effective stop loss orders : https://www.tradestation.com/support/whats_new/tradestation_0810_sp1.aspx Latest release (always remember: latest is the greatest) supports OCO (Order Cancels Order), Bracketed OCO's (simultaneous profit target and stop loss are active)...

Well Guys....it's been 6 weeks since my first request for a partial withdrawal of capital...and 4 weeks since my request to close the account. Their "trader's agreement" stipulates that capital withdrawals or profit checks are only to be disbursed on the first and 15th of each month. 14 days has...

Try these guys.... http://www.anfutures.com/data_es.htm Separately, they have uptick/downtick data as well. They'll give you a free sample also. Unfortunately, I've not had the time to test the integrity of this data source.

An Update: Money is supposed to arrive no later than Saturday mail arrival. We'll see....several promises-to-date have been blown-off. The clearing firm has been of little help....natch...the owner of the prop firm is a former employee. I am still considering filing with the...

Sorry....not right now....coming soon however. Thanks for asking.

Well then WHEN ? When do you pull the plug ? What is your criteria ? You saw my other commentary on this exact subject...right ?: http://www.javazon.com/HedgeFund/Attain-RMesa-Systems.pdf

http://www.javazon.com/HedgeFund/Attain-RMesa-Systems.pdf Current market conditions appear to have brought one popular trading system to it's knees. As usual, "Past Performance Cannot Be Guaranteed". And in this case, good future performance is not likely.

http://www.elitetrader.com/vb/showthread.php?s=&postid=989170#post989170

That's not quite right: http://finanzen.net/news/news_detail.asp?NewsNr=375002 E*Trade Professional was up-for-sale back in November and there were no offers for the division. E*Trade Corporation decided to buy-out the separate entity and now they are renaming it (good move). Why they are...

Amen Brother !

"systems can stay in drawdowns far longer than trading accounts can retain adequate capital" You can quote me on that. My take: once a system goes beyond it's historically-tested worst drawdown, it's time to "pull the plug"...or make a change.

My only comment: Pro/Prop firms can be a HUGE hassle. Rule #1: Never sign anything from a pro/prop firm until you fully understand the implications of each and every statement in the agreement. If you do not have the intelligence to do so, hire an attorney who is familiar with these types of...

http://www.javazon.com/HedgeFund/Todays%20Top%2010%20Trading%20Systems.pdf Note: this is a 1 meg PDF download.

Thanks Rufus for that update, but how did you know the disposition of the project ? According to Prof. Kearns, HE scaled-back the project himself due to his lack of time available (He began running a quant-based hedge fund sponsored by Lehman). But back to SOBI....the title of it intriques...

No, no, no, no, NO !!! Never measure a strategy strictly on the basis of win-rate. Never. Some of the best strats only "win" 50% of the time. Instead, use Sharpe, Sortino, MAR, VAMI, etc. as a proxy for a long-term successful strat.

Most server fields should maintain their "history" i.e. High, High[1], High[2], etc. Same should be true with InsideBid/Ask. Too bad they don't have VWAP support for Bid/Ask...as the SOBI strategy uses that information. Note: there have been volumes of discussion about the handling of limit...

Are you talking about TS2000i or TS8.1 ? Big difference. "InsideBid" and "InsideAsk" are available in the latter. For 8.1, see your color.ini file for a complete listing of all server fields.

Bingo. Soon. "Real soon now..."

Be careful...it's also EASY to make some mistakes in easy language without getting a warning..... also, the achilles heal of the language has always been the inability to analyze multiple strategies as a single account. Even with the rewrite that has been done in the past 3 years, they still...