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Just the OHLC data, do you have a better idea for the centroids number ?

I don't trade the candles but am intrigued since there is a lot of literature on it Since a lot of guys on this forum trade the NQ, lets analyze the NQ. What I'm doing is loading up the NQ daily chart since 2012 Use K means to cluster it. And lo and behold,it managed to find the common...

Lol, It's either Eligible Contract Participant or Extremely Cuntish Person

Take it with a grain of salt but From my observation, succesfull professionals in other fields have the hardest time transitioning into trading. And this field does attract the super alpha type personality, which is why I guess this forum is full of the biggest dicks in the universe, but...

I'm using linear SVM with plain old GP. Basically a spray and pray approach, but managed to find some gems so far. on NNs with their non linearity haven't given me any usefull results so far. Yeah, I used NN in college also, for my personal porn indexer. It performed pretty well...

I'm using Machine learning too, What type of ML algo are you using ? If it's not to deep of course ;) I'm rather new at this ATS myself, so far have one strat running. I was thinking of trying rithmic. I hear Xtrader TT api and gateway are blazing fast but expensive. And BTW if your using...

I think if its on the same OS same machine, the sockets are treated differently. I can't remember if its linux or windows, but local sockets connections are not really tcp ip socket. maybe they changed that. Anyway using shared memory with all the pointer arithmetic is a bit eye straining...

How can you trade the book if you are executing through IB ? I've tested their gateway their fastest execution confirmation is about 200 - 300 ms. If you are lifting bids and hitting offers on CME at least i think it needs to be a lot faster than that right ?

Can I ask what are you guys doing that requires NXCore ? Start arbing stocks ? pair trading ? Order book trading ?

I have 65k usd live savings, 50 k of which is being used to run my ATS to max capacity. So I got 15 k to spare for your strat if its good ? :D You know, just in case all those millionaires here somehow missed this thread, give me a pm.

When I first started trading, it was equities discretionary. Had a good run following stocktwits pumps, until PLUG power took me out. After tbat i vowed penny stocks never again. Then i tried NQ and es, after 3 days win streak, had 37 straight loosing days before i gave up on the instrument...

Did u ever have a losing day so far ?

So u think their all faking it here ? But i must say I still have no luck finding consistent exploitable intraday patterns in es After nonstop 3 months worth of datamining on my servers.

Appreciate the advice, So I got this system for KC which is an intraday short only system, which was a result of my machine learning experiment trying to reverse engineer a collective 2 system intraday arabica. So far I got the short side pretty close, was unsuccessful deconstructing...

Thx man, you trading kc currently ? discrerionary or automated ?

I've been doing some strat development on soft commodities and have some pretty good result on KC in backtesting. Anyone trading this currently ? What sort of slippage can I expect and any particular day to watch out for ? like the wednesday CL inventory report equivalent ?

What do you trade ?

Hi TexasTeaTrader, For your trades timestamp is it in exchange time or some other timezone ? I ask because I can't verify the price on which your trade get filled vs the CL august contract price history.

That's what i Meant Max/Min (Net Profit, Corr Factor, Sharpe/Sortino)

Can we keep a tally on who's the trader in this thread with the most ticks up to date ? That'l be a fun thing to watch.