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rwk, I'd be interested in seeing which JVM is the default for you. If you open a shell and type "java -version" and hit the return key that should show you. FWIW, on my Win7/x64 the java in windows\system32 references the 64bit JVM. You can go to the \windows\system32 directory and...

FWIW here is my properties line. I've never had any reason to redirect anything to the WOW emulation subsystem C:\WINDOWS\system32\javaw.exe -cp jts.jar;pluginsupport.jar;hsqldb.jar;jcommon-1.0.12.jar;jfreechart-1.0.9.jar;jhall.jar;other.jar;riskfeed.jar;rss.jar -Dsun.java2d.noddraw=true...

I haven't updated in a while, but if you're on Win7/x64 here's a work-around I came up with months ago: http://www.elitetrader.com/vb/showthread.php?s=&postid=2633271#post2633271 Edit: I should also say that TWS has been rock solid on Win7/x64 with the API.

One things I've found is that NN in particular suffer from having far too many dimensions (degrees of freedom). Even small NNs can fit just about any training set, but still have very little predictive power. I'm sure there are some who made NN work for them, but I know of no one.

Moderator note: I've gotten a fair number of requests to delete the previous post by gianthorn. I think it's fair to leave it in, as it related to the credibility of JH. However, in return I ask that gianthorn leave this thread alone unless he/she wants to contribute and directly discuss the...

The one I couldn't remember last night is the integrated trading window http://www.interactivebrokers.com/en/software/pdfhighlights/PDF-isw.php?ib_entity=llc That looks almost identical to FutureTrades main trading console when I looked at it in ~ 2004/05.

Haven't they already incorporated some of the FutureTrade elements into TWS? I definitely recognize some of the FutureTrade features in TWS.

This is more of a Journal than Strategy trading, so I'm moving the thread.

The the last many years I've done the following without being asked for any more supporting data. 1. Print out the first 5 and last 5 of the schedule D1 and ditto for the cost basis tracking 2. mail those 20 pages in along with form xxx for when you submit a sch D1 on paper. 3. In the...

That's very interesting news. I makes it easier to run multiple systems and then just monitor from one console (i.e. TWS). I'll definitely check it out

Rolling optimization is a good concept. One thought would be to contain the optimization process so that it doesn't jump around. If you jump too much in parameter space, you most likely have a system that's been data mined.

Keeping systems adaptive is key to system survival. Adjusting for volatility is the most important one I can think of. The second one is to avoid absolute values whenever possible.

It's actually an interesting response. The fact they create UI objects such as tabs not on the swing thread, shown a fundamental lack of understanding of how Swing (the UI engine) works. It's at least a very dangerous thing to do in a threaded environment. Scary ...

The real key to high-performance, real-time and low-latency systems is the decoupling I mentioned. If there's a component "in the middle" that slows things down, it means you either didn't design that module right, or that the overall module breakdown is poor. For my trading software, I have...

the only way to reduce the risk of a huge rewrite, is to have your software be composed of loosely couplet modules. You may remove and/or update a module, but the rest is unaffected. That architecture is also much more scalable, which is good on multi-core systems. None of that should be...

I would really like to see healthy food in the school systems. Eating habits are formed very early. There is no reason for a 7 year old to have a soda with lunch when milk or water would be better.

here are the key trading elements of your business plan: http://www.elitetrader.com/vb/showthread.php?s=&postid=2745019#post2745019 You also need to make sure you have enough capital to get started, stay in business for at least one year, and have an emergency fund. BUT, main elements...

I just want to point out the FFT and standard Fourier techniques don't have the resolution you need for trading.

I just want to warn against trading systems with very low win ratios. You're basically dependent on getting ALL the winning trades for the numbers to work out. Try to remove the best 5-10% of trades and see if the system still is tradeable. If you factor in not getting filled, being...

I'd say you want to modify the system in whatever way produces better internal system statistics: total profit, profit/trade, profit/share, profit/drawdown, win ratio, etc.