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What are the returns and profitability characteristics of such a holy grail system? There is only one holy grail in Western myth. This would imply the ultimal limit of performace which can't be exceeded, a bit like the speed of light in physics. Or are we really talking about a number of...

Sorry about that ...I should leave serious multitasking to non-organic CPUs :)

Mind, I'd be interested in how you created that quote since I did not post that on this thread, as far as I can tell. If I did, I apologize, as it would have been a cut and paste error in an argument on another forum. If I didn't post it on ET then I know who you actually are! Jerry030

Yes, that and he may also be talking about stocks which has it's limitations in terms of making serious money.

What do you do with the account statements you collect...sell the scrap paper to a recycler to offset your trading losses? When is your therapist getting back in town...soon we hope. The terms are somewhat unclear but in my usage a mechanical system uses linear rules to automatically...

What are you trading that limits $500K to 2 years?

Is your system mechanical or model based? I agree Forex is different. For reasons I haven't been able to determine Forex models much better than Futures. Possible reasons might include: lack of central exchange and global distribution of major players, high transastion vol., or others I...

Automated trading system, totally mechanical, based on hybrid neural networks for trading decisions.

I'm not interested in your method but what kind of performance do you define as success? In Forex mine are: Win/Loss Ratio in $ > 80% PF > 3 Total account doubling time < 3 months

I'll use your approach and just relabel the bar. I don't use charts at all. The data download goes directly into a neural network which automatically generates trades and applies them to TWS. Some people find it exciting to watch the market but I prefer to ingore it and let the computer...

I use a "Russian Doll" model structure. The same model has data from multiple time frames from 1 min up to the bar length used to generate the tradiing signal (30 to 60 minutes). If any are missing then the whole thing dies. Trade duration is a max. of 2 hours.

Thanks...this is starting to make sense. I have historical data from several sources where there are trades at this time, but if everybody sets thier own policy on this then it makes sense that some sources have a gap and some don't.

That would explain it nicely since I'm Central and the gap at 16:00 is 5 PM Eastern every day. This is fine as I don't case about the market not trading just missing trades as it kills the pattern recognition in the models. I wonder why they don't shut down at midnight or some time before...

Sstfx, Thank you very much for the insight. How in the hell can people use if for auto trading? This is mind blowing! My system uses a Neural Network trained on historical prices to make all trading decisions. So missing data on a regular basis is a fatal problem in that the NN would...

Problems with Interactive Brokers Forex data If anyone has any comments, idea or suggestions on this problem your help would be appreciated. Goal: Get Forex price data from Interactive Brokers TWS using jTWSdump for download into an ATS for trading 15 to 60 minute bars. Results...

Problems with Interactive Brokers Forex data If anyone has any comments, idea or suggestions on this problem your help would be appreciated. Goal: Get Forex price data from Interactive Brokers TWS using jTWSdump for download into an ATS for trading 15 to 60 minute bars. Results...

And that new paradigm is?

There are a lot of other opinions to support your perspective: From - http://www.economymodels.com/factalmarkets.asp "The other possibility to explain the fractal dimension is to give up the random walk assumptions. Under a random walk, all changes are independent. At every point in time...

I'm curious. What value is there in the analysis of pure random data? What relationship does that have to a market where humans have money at risk? I'd say none and time spent on such efforts is a fools errand... unless one believes the market is random, and even if that is the case...

The only question that has practical value is "can a computer without human intervention be used to trade the market more profitably than human judgement?" If it can the potential is trancendental. No sitting in front of multiple screens jumping around like a gerbil looking for the right...