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they wont give the API unless you pay $300 year fee. I did this, and got the API. I would have still used the app. if I got the API first (before paying). I will say this - for testing, and non production purpose, it is ok. But, until they change to new API, I would not suggest real time...

I use IQFeed API ( I have C++ program - I connect to IQFeed using their Socket interface). So far, my feelings are mixed. I use them for EMINI data mostly, 1 minute. I have many days where connecting to one server produces different prices then another. What they offer to connect to -...

Speaking of Low risk non optimized systems, that are simple to boot, I have a back tested strategy(ies) that I have been working with for a few weeks now, and have been trying to optimize them, but no optimization (adding indicators, for improving exits or entries) has proven successful. The...

I agree with the above posters. As long as your code is covering all the bases (commisions, is backtesting exiting / entering correctly, not biased, etc). For you to ask about that system - that, to me is ludicrous. That curve is great. I believe it comes down to the curve must fit what the...

No too.

Thanks for all the info. The "pattern" i have is well - usually, call direction of market. I have been trying many "variations" of it, with many different results. The hardest part, I find, is exiting. I am trying another method of this way, which does about 100 trades a year. It seems more...

I understand. I might just scrap this system, or try to improve it to at least preform decent over all markets. This is my ideal goal, and reaching it I believe will be hard. Any one else have systems in place that dynamically change with market sentiment.....

Thanks for that. That looks like my equity curve (of my system!) except that my gains for 2003 exceeds all my loss from prior bear years. Here is the reason why I have not looked at long term charts yet - #1 I would not know what to do with it(I will explain) and #2 my app. only does intraday...

lol. Stragic problem I have.

Hi. I am new to systems development, i started because I have ideas I would like to make mechanical. I have posted before with some questions, and now, i have others. I hope I can get other system developers opinions/experience. I have a programmed system, which preforms very well for all of...

Hi. Can you tell me what Market Breadth indicators you use to track the ES? I have been reading your journal since inception, thanks for it.

I just bought futures back to '99 in ascii format from ANF futures. Just converting all the files to meet my app. requirements. I will let you all know of the results.....

Lobster it is good to know someone has success with a stragedy like this. I guess the huge item I must look at for is that my trades dont drift towards 50 percent win / loss (then, I will be losing more then I win overall). Thanks for letting me know about your experience.

Any thoughts on my question (advice?)

laf out loaud.

I understand that when evaluating a system, these are very important numbers in validating a stragedy. As I have multiple strategies, and I am looking to pick one to use, the one I like the best has a very high winning percentage (over 1000 trades, 75 percent winners). It is very short term...

You are correct. I code C++ (developed my backtest software). Took me nearly two years to learn C++ AND MFC. (MFC is because an interface between user and the code is needed), and I am still learning. It has been very rewarding, I can run backtest on 10000 trades in 10 seconds, and the...

db, can you tell me in your opinion of course, what type of market do you believe we are in now (of the three you speak of).

Simple solution.... Thank you I will see what I can get.

I am using backtesting as a lead in to what I refer to as my "forward testing" period. Currently, I back test, and yet, using bar data (1 min. OHLC) is skewing my results to a degree I cannot understand now, as you state. If the system looks good, then I plan to "foward test" it. I insist on...