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Those callbacks are driven by subclassing windows in Win32, so a JNI interface would be best served by posting callback parameters and results to a synchronously accessed queue and then writing a JNI interface to pull information from that queue. Alternatively, supply your own callbacks and...

I find that both my bot and I trade similarly. The problem I have is exit strategies. I know how to limit losses and pick excellent spots, but letting profits run has been my problem for well over 2 years. The automation angle lets me get an average performance number and sleep better...

+$122 this morning on equities +$47 on EUR/USD Same general trading system, though I added a new variation on it for Forex. I'm having to refactor my database. Anyone know out there a convenient place to get and parse end of day information? I need EOD prices for every single ticker and...

It is very possible and is already being done by a lot of people.

They only use capital letters on the ticker tape. His use of caps is a sign that this guy is the real deal and will make you rich beyond your wildest dreams. Send him $ right away! I'd send him money myself, but I'm waiting on the wife of that Nigerian general to respond to me about the...

+$54 this morning. I found a severe bug in my code and had to rely on manual calculations again. As a backup, I wrote a program for my TI-89 to forecast prices. Because things were in disarray this morning, I double checked the numbers against the 89, whose math I can trust. :-P Whoever...

I ran the system with a new and improved reporting interface. This morning, I made $81 on 600 shares testing the system. It is still not automated because I've been dragging my feet on the position manager. I'm debating continuing this thread, because I found this book that seems to be...

... Says the guy who is unemployed and lives in his mother's basement trying to make money with his "complex math." You're so desperate to protect complexity that you missed the point completely. That's why idiots like you try to make things more complicated -- trying to protect your own ego.

I wouldn't say useless. You are now able to talk to everyone else who studied the same thing as you. The best thing to do, when communicating with those people, is to put things in as simple terms as possible. We all like to think highly of ourselves because of our education. Especially...

At my old hedge fund, we had one guy who did his PhD thesis on machine learning. For all the math that he knew, they had him sitting around renaming variables in the code all day long. I wasn't suggesting there was a huge math-conspiracy -- I was just suggesting that for as complex as these...

I've been reading this book "Introduction to High Frequency Finance", and I've been thinking about why hedge funds want PhDs. Really, it is all "math elitism." I'm convinced -- no, in fact, I'm certain -- none of these high frequency systems require more than a competent electrical engineering...

Ran the morning trading system with a manual execution and made $40 on 600 shares. So far, my system's made me $111 over three days of trading on blocks of 300 shares at a time. If it works this well when I automate it, I will be a very happy man.

I made a mistake this morning while trading that was due to a technical problem with my setup. E-Signal, when it runs out of GDI resources, occasionally will shorten a day or drop information. When my program was exporting futures data from the exchange into the database for all the other...

On what time frame? Where are you getting all this data? I was running my trading system on 1m charts and the best I can do is go back to September for data. I started having to archive 1m data and store the gigs and gigs of data myself. I lost a few hard disks running programs that were...

I used a 5 cent stop loss on the strategy too. I don't know how intelligent this is, and I have to try a few different parameters. One problem I have with E-Signal is that I can't dynamically script the engine to run the backtests. I either need to write my own backtesting engine that...

At 100 shares per position on one product I tried it out on. I used Don Bright's openings and then just used a slow stochastic reading for exit, because I still haven't come up with a competent way of exiting Don Bright's opening system using automated trading. I have some ideas and...

I eyeballed an opening order trade based on my OO signal generation tool and picked ADBE because of the upgrade this morning. It made me about $70, but my exit was poor. I used the tried and true sort of gap-closing behavior that can be exhibited when futures aren't running. I shorted ADBE on...

Tested the system on a few products and the results are decent, but there's still a lot of work to be done. Unfortunately, the past week was filled with personal stuff. I wanted to post more results, but haven't had time to actually document my work. The problem I'm facing right now is...

Finished implementing OO system. Just haven't tested it. More to come shortly.

Well, I don't know. That's why I'm asking people who've gotten there. I have one part of it -- the technical side [software/hardware.] I am trying to figure out whether the investment in the advanced mathematics and finance education is necessary. Is it?