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I use VelocityFutures, but it allows only Futures trading. I receive quotes via FIX protocol, this is TradingTechnology FIX adapter which is popular with several other brokers. If you trade stocks then there are a number of data-feeds, like IQFeed, e-Signal, MarketDelta... (I heard good...

I use QuikFix as the library and my strategy is written in C#, which uses QuikFix. I do not use Ninja. The less components you have the more stable your entire system, I prefer all components to be within one executable file. It takes a couple of days to understand the FIX protocol and write...

Then what does work instead of FA and TA? I use only TA in my trading. Marketmaking? Arbitrage? Any hint?

http://rezvyakov.com/moscow/ It is in Russian. RedDuke, do you read Russian? Basically 4 parts, 1 part) what is the stock market stock indices how to choose the broker other introducing info 2 part) what is RTS futures why FA and TA does not work (hmm strange, if TA does not work...

I read the program of the seminar, it seems to be BS, intended for beginners. Nobody will teach you how to make money.

Hi Alex, I am also interesting in NN. Could you tell what were your enters and exits? What do you predict with NN? Thanks

Yes that would smooth your equity. But you need to be sure that each combination of parameters is profitable on the OOS period. The next step is to develop another system on a totally new approach. You have breakout system, then research on counter-trend systems...

Your system itself must be steady. Let us suppose you have 2 variables and optimized them on historical data, got values 47 and 69 Of course it is a crap, because of you tried too many values. Also if you substitute 45 and your system becomes losing strategy, then these values are crap...

Yes it does not work with VS2008, use 2005 instead.

You can find the FIX log for Ninja. It is located in documents & settings \ %user% \ My Documents \ NinjaTrader 6.5 \ Trace while I could not find here 35=A (login command) :( but there is an information about SenderCompID, TargetCompID, server and port You should once again compare...

You should ask the same question at the OpenQuant web site, they have a good support. http://www.smartquant.com/forums/ You should not run simultaneously 2 connections, one from NT, other from OQ.

There is an open-souce FIX engine, quickfix. I use it with my C# strategy. But it took me a while to understand everything, it is not easy. For me it took around 3 days and I am a programmer. There are some examples coming with quickfix, and you can find more in the Internet. BTW, Ninja...

An alternative is to develop directly for FIX engine. Then you don't have to pay for the platform. IMHO X-Trader uses FIX to communicate with the server.

As for stability. VelocityFutures uses TradingTechnology FIX adapter, TT continuously improving it. And unfortunately I met with some problems not a long time ago. I contacted TT tech support and my problem was resolved. But it was related to FIX API and it should not influence majority of...

Hi all, I am an existing customer of VelocityFutures and I am very satisfied with it. If I have any problems regarding market/connection I can contact trading desk support and they are very good at resolving issues. 1) Velocity provides you with several platforms, you can choose the best...

IMHO that deal is just additional leverage. 1) Let us suppose you deposit 20k and your partner deposit 180k, total account is 200k. you open size say 1 million, leverage is 5:1 a) you take a profit 10k, which is shared between you an your partner, you finally receive 5k b) you loss 10k...

IMHO There are multiple platforms to develop automating strategies, including -OpenQuant -WealthLab -AmiBroker -TradeStation -NinjaTrader and so on Each platform has its own drawbacks. For example AmiBroker is very fast to test on historical data, but bad(?) for execution. I have...

If you are using InteractiveBrokers you can find excel examples. Subscribe to TWSAPI yahoo group. There is a files section, look into the DDE and Excel folders, may be you find there something suitable. If I am correct they also have a demo coming with API installation...

Victor Niederhoffer sells out of the money puts. Do you really think that is a true trading strategy? He earned like 30-40% per year with limited drawdowns, but you can simply repeat his strategy. Just sell OTM puts when the volatility is high. No hedging, no stop loss. You may double or even...

I am using netrackservers http://netrackservers.com/hostingsolutions-vps-servers.html The $25/month VPS is fine with me. But I do not use Ninja, I do not know how much memory does it require. The network connection is stable, still I may experience FIX disconnects once/twice per day, but...