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I can not see why. If I could, I would be able to code it in to conquer that. For example, "when this happens, stop opening".

Thanks for the detailed post. The backtest performance of Strategy B in 2016 is like this: but in 2015, it's like this: I didn't test it for that many years like you do, since it's a intraday strategy. Based on the two years testing, I might not think the overall performance is good enough...

I see, the keyword here is portfolio.

That number (3-8 months) is exactly what I encountered. :D How do you tell if the strategy stops working or it's just a normal drawdown? I am thinking that, if the backtest performs well in last month, I'll trade next month. Is it a good estimate?

Thanks, that makes sense.

Hi all, I have been struggling with a question, hope someone can help here. I have a strategy (let's say strategy A) that worked very well on first half year of 2016, yield a sharpe ratio of about 4.0+. It's an intra-day strategy trading futures. But after Aug, 2016, it suddenly stopped...

Hi, I've been doing algo trading in China, on options and futures, and I was profitable. Now I am in US. let me know if you want to discuss with me.

I downloaded 10 forex 1min data for a month, took approximately 5 minutes maybe? Most of the time it is just waiting.

I have not actually noticed too much about the performance. But it's definitely not super fast. Sometimes it will pause to "avoid ... restrict". By design, it's an offline downloader that not take performance as the first consideration.

I've read an article http://www.nasdaq.com/article/dont-be-fooled-by-the-fancy-name-statistical-arbitrage-is-a-simple-way-to-profit-cm254669#ixzz47dTlvGmG Although I knew about statistical arbitrage long time ago, I did not realize someone can still profit from pair like coco-cola and pepso...

I don't know what you are talking about and why you said that. I was trying to help, not for any return. I don't have to lie. I sent you three emails to your email address and got no reply. If that's not enough, you can check your private message with me, I have written to you a detailed...

You are right, A and H. I am afraid not... never heard of corporate bond before.

sent it again. maybe in junk mail box?

"Selenium"? that's out of my vocabulary. :-), it's a kind of element...

ETF is too complex to build, I don't think anyone can or allowed to do it. Only those company with investor licenses can do it. Are you talking about the A and B share of the same stock? I think the price difference are still there, but that's not mean it's easily profitable by doing arbitrage...

Yeah, give me the email address so I can send the paper account to you. Also I'd like to know how you send order with web crawling code, although I really can not imagine how that could be done, since you need to download a software to send order, instead of using web page.

Started from last year, people can trade Shanghai A-stock with an account in Hong Kong, which is a city with minimal capital restrictions. Soon, trading Shenzhen A-stock will be available too. Hope that will help with your concerns.

If I'm not getting it wrong, you are trying to gather information from web page and put order by hand, right? That's doable with the account I have right now. You do have to understand a little Chinese, although not a must. Since Chinese equities are marked with 6 digits numbers. Give me your...

I am from China, although I'm in US right now. I might be able to help. What kind of assert are you interested in? stock or future?

I just bought mine a week ago. it's pretty convenient to use although I got a little trouble to install it. Comparing with IQ or Tickdata, this thing get your data for free out of your IB account. Instead of writing your own downloader, this one gives a more robust solution with less than 100 bucks.