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Matlab to me seems rather slow; how short of a time period bar do you think you can go to when using Matlab? By the way, what software are you using to interface Matlab to TWS? Richard

James, I would be a lot more impressed had you have said buy MOO today (rather than MOC). :) Anyway, does your system use one of the canned bots they provide or did you write it yourself? I'd be interested to hear any details you would care to share. One of the problems I perceive with...

You may be interested in the "refined MACD" indicators: http://www.journal.au.edu/abac_journal/2001/may01/refined.pdf

Susana, Is there a platform fee for using Ninja at Mirrus? Also, what sort of commissions do they charge on the ES, ER2?

Yes, this is very true; I've been paying this fee for a few months now. And unfortunately I'm having issues with their simulated account.

Steve_IB, So how many total particpants were there this year?

It would help if you could let us know what are the statements on lines 65 and 66 (etc) of ewrapper.h that are producing these error messages.

frost, What's your initial universe of stocks and how do you screen them to get your picks?

I downloaded the software (thanks) but how do you run it? Richard

What about joining a prop. trading company and using their find reserves? You wrote: "I have this day trading strategy that has been doing well ever since the inspection." I'd be interested to know how good is it? Can you attach a performance report? Richard

OK, so I see what synthetic bars have to do with backtesting but I still don't know what it has to do with automation. Richard

Why's that? I can't see what synthetic bars have to do with automation. Can you please explain? Richard

Take a look at Chartdirector: www.advsofteng.com Specifically look at their financial charting examples. (This is the charting library used in TradingBlox)

pneuma, I have a couple or so questions, if you wouldn't mind: 1) What software are you using for your automation? 2) I assume you trade futures as you are using leverage? Or perhaps CFD (since you're in Australia)? 3) I'm also an Aussie (living in the US); what city are you located in...

This is what a lot of people think but actually having a trading system with an edge is the main issue. There's not much good in having "the right attitude and discipline" if your system can't make money.

The question of interest here for me is what portion of the tests ended in results that are better than buy and hold?

You mean C#. I'm interested to know by which means you were able to get the esignal software to communicate with Ninjatrader? Richard

Well done.

Not to mention predicting the commodities boom and setting up a fund of appropriate commodities to benefit from it. Soros' latest "claim to fame" is moveon.org.

I have both Ninja Trader and OpenQuant and I like both. I would definitely not say that Ninja Trader is inferior to OpenQuant. A couple of problems I have with OpenQuant are that it only allows to run one strategy (there's no such limitation with NT) and the metrics provided by the backtester...