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Thanks for answering. You say it works on longer time frames, our new member Miketrader500 is claiming high and medium frequency, so you see that's interesting. It's good to have input from you guys, and keep your hats on, the "elite" on this forum can get worked up rather easily. I sent you...

I had the same opinion for months after using various search algos, that it's all a pipe dream and that products like TSL are scams. I was really down. It took that much time and patience to learn how to use this type of software. There aren't exactly textbooks filled with statistics on various...

Thanks for the input, but uh-oh, i have to warn you that since Mike Barna no longer allows people to interview previous clients of TSL, there are many potentially interested people here who would like to hear about your experience. Get ready for a torrent of questions, or quickly dismiss that...

Good point. My opinion, and experience is that people misunderstand what "machine designed" really is. It's actually human designed, with a search algo that does what a human wants it to do. It's never going to be as simple as "click and wait for money", no. Using machine learning is as...

The little info i gathered on that subject, it seemed to me you have to strike a deal with a GPU manufacturer (for a price) so that they give you access to an assembler/linker/compiler etc, which is their property. Other than that, some decent speed can be achieved with the CG language (OpenGL)...

Commission: At same values, good broker, the ES is around 5 times cheaper. Trading hours: 23.5h for ES, 8+ h for SPY Margin req (approx): 25k cash buys you 100k value of SPY 4k cash buys you 100+k value of ES The only downside to ES is that the ticks are slightly larger (0.25) but...

Not if i have to pay any kind of commissions, i wouldn't.

Sharpe ratio, OOS Correlation to perfect equity curve or linear equity curve, OOS

Most people think of market making HFTs when you say "algos". They simply post a bid/ask before anyone else after the price moves, and then they are on both sides, so people buying at market are buying from and selling to them, thus they make a marginal profit with very low (or no) commissions...

I mostly agree with that, but i cling onto a belief that the fundamentals might be found in forms that we don't recognize. Derivation of data can be done to such an extent that it's almost impossible to theoretically find clear differences that will mark it as close approximations of...

I found the add totally hilarious and a bit tongue-in-cheek! Maybe the sarcasm which should entertain didn't come accross for everyone (or maybe it's not even there?). If the target audience are retail traders, it might work. Everyone else will hate it for making fun of what was an attempt at a...

Oh... ok, well that might be interesting. However i need at least 1024MB ram per instance. I calculated that a single core of Core2Duo with 1GB RAM would be ok if it costs 5 cents per hour. If they can match that, i will use it. Right now though, i'm fine with the rack i have at home and my...

I agreed with you regarding the fact that there is probably little practical use of Assembler in trading/research applications for non-retail, but now you're touching on a different subject. I see why you have a slightly negative view towards machine learning, but i'll ask you to consider...

Funny you guys think there is much US vs EU competition in Boeing vs Airbus considering Airbus employs a huge number of US aviation experts for the critical jobs, some that worked at Boeing and some for the other US plane makers like Lockheed etc. :)

It's ok to design systems for a single instrument, and not worry much about if they don't work on others, imho.

1. I don't backtest billions of random strategies to create a good strategy. I backtest billions of them to find good input values. Then i backtest/evolve via machine learning only a million with those results in mind (choosing best input values), and it turns out to be profitable. 2. There...

Firstly, I think it's 15 cents, not 1.5. So it comes out at around $150 p/h. Second, the above wouldn't be so bad but, did you look into what kind of CPUs they are offering? Maybe it's something like a single core of a Pentium II with 128 MB ram? Yeah it's usually something like that, and sadly...

I suggest for example : John Ehlers Sine Wave Crossover I used to believe that too. Now i don't, so i think you will need an exhaustive approach, so thats just my advice. Maybe you reach the same conclusion, maybe you don't, who knows eh?

Thanks for the post. It certainly made me think because i see your point(s). My current assumption is that: with enough of math and statistics and whatnot, the "mass psychology" which is the key as you put it, might just be discovered with creative machine learning. It takes a little bit of...