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@trader99, yes you mentioned it earlier. My coments we more towards the readers of the thread in general. Thanks for sharing though and keep us posted. BTW, my experience was with stocks where, unlike the futures, the market is fragmented.

Let me tell you a funny story. I developed an algo to scalp mentum bursts/breakouts. It made paper money everyday ... Equity curve straight up. I go live ... Straight down! After investigation (WHICH I SHOULD HAVE DONE PRIOR!) It turned out that my strategy was getting a slightly faster mkt...

I'm curious if you ever tried to parallel trade live and Sim. I think the lower your trading timeframe, the less reliable your sim will be. For heavy scalping, most likely it will actually be misleading or as l like to call it - stimulator.

The problem is no serious trader IMHO would want to risk his business to save a few dollars in a shady set up. I think LLC could be set up. I think there is lots of potential. I would not code for someone else, but I would be willing to code for co-op where I would be a user as well and maybe...

I wander why there are not any trading co-ops where traders can share costs. Can a legal entity be set up to share market data costs for example, yet keep the funds separated? Other services can be added as needed. Somehow I have a feeling this would eventually end up as your basic prop firm :)

Sounds so wrong. What timeframe are you talking about - minutes, hours, days, weeks?

There is a difference between sharing strategy code vs sharing generic tool like back testing or charting indicator, right?

What does being addicted to coding have to do with selling the product? Many times inferior product wins for meriad of reasons(some simply rediculous). Also, selling generic service (like web related dev) is not the same as specialized and highly subjective financial software. But if I had a...

I remember reading about Kasparov vs big blue and Kasparov was loosing several games and was kinda desperate(accordingly to the story). Then he made a mistake by accident. He made completely counter intuitive move. This completely threw the algo off and he found a way to beat it. Of course...

You may like this book (one of my favorites) He mirrors what qxr said. Goes something like this: The samurai lives or dies in the dojo, not on the battlefield!

Don't you test with various degrees of sleepage, fill rates, etc? Let's say you run your system for a year, do you go back and re-test it with exact same parameters to see what caused divergence? Is there a name for this - Back to the Future testing or something

Sorry, maybe I'm not clear. Are you subscribing to the raw stream as depicted below on the left?

Welcome! One of the reasons perhaps? https://www.bloomberg.com/news/articles/2018-04-26/grandma-working-as-day-trader-shows-what-russians-do-to-survive Second I think automation brings more programmers here. We should rename it Electronic Trader soon. Just kidding. My two kopeiki is you must...

So you are getting "Raw Stream", not the "Aggregated Stream", correct?

Hey, thanks for the update ... useful for many people looking for a mkt data I'm sure. Can you explain what you mean by "cleaner?" I assume you are getting the "Raw Stream" so it should simply be pass-through with maybe some normalization added.

I'm not an expert by any means, but I would not trust it. Policies change all the time.

Sharing someone else's strategy. https://www.moneycontrol.com/news/business/markets/living-a-dream-the-journey-of-a-call-centre-employee-to-a-successful-trader-2683591.html

Nice thread. "Stock market to the middle class is lottery to the underclass." LOL

This sounds exactly what Warrior Trading is doing, no need to hope ... just learn from the master. Don't even have to pay a penny, watch YouTube.

Awesome video, had to share