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igrimsely, Thx for the helpful comments. I'm not familar w/Ensign. Why are you using Seer AND Ensign and not just Seer? ~Lou

igrimsley, Aside from the event handlers I don't want any pre-built stuff so that's okay with me. But, I also have no intention of doing much with anyone's proprietary scripting language either. Hence, my interest in the R component. What do you like about seertrading compared to other...

Are you using the .NET version of Multicharts and trading 100% systematically? Could you provide a specific example of a superior feature that improved your results with Multicharts that was lacking in NT? Is there anything at all from NT that you wish you had in Multicharts? Thx again, Lou

seertrading.com looks interesting. Is anyone here using it with R?

Has anyone here used both Multicharts.NET and NinjaTrader for automated trading? I'm considering switching from NT to Multicharts.NET and I'd like to know the user experience has been with those making the switch. Or, if you've just used Multicharts.NET for automated trading and have...

Everyone, Thx for all of the posts. After speaking with Josh @tradelink and getting all of the feedback here on ET I've concluded that I'm not ready for the type of open source arrangement tradelink provides. I have no opinion whether TL is "good" or "bad" since I haven't used it. I still...

To any trader who is a newcomer to machine learning (e.g., SVM) you might want to read this thread on stackexchange b/f getting started. http://quant.stackexchange.com/questions/111/how-can-i-go-about-applying-machine-learning-algorithms-to-stock-markets

I just had SVM as part of the Coursera/Stanford Univ. Machine Learning (ML) class. All the code is in Matlab/Octave. PM me if you want it. I can't post it here since it includes answers to homework problems.

You might want to look at Deltix's lower cost web-based application. It's the only product that I've seen run portfolios of tick-based strategies very rapidly. I think it's a few hundred $/month.

Yes, non-responsiveness and minimal documentation - that was a problem for me, too. I actually like NT for basic systematic trading and testing. It doesn't crash much at all for me and auto-reconnect is dependable. It's only $1500 or so so I wasn't expecting top-of-the-line. Of course, I'm...

Thx for mentioning it but I'm pretty much done w/the OQ guys. I bot the product a few yrs ago and they really weren't supporting it at all. I posted my dealings with them here a few yrs ago. Maybe things have changed but I'd feel pretty stupid to get burned by the same guy 2x.

AI, Using RightEdge do you think I'd be able to test time-based bars on a portfolio? In this case, a portfolio would be running the same strategy but with different parameter sets for multiple instruments. Or, even if it's possible do you think it would be unbearably slow? Yes, I was aware...

AI, Were you running multi-symbol backtests on tick data or time bars? If I could run portfolio/multi-symbol backtests on time bars w/RightEdge and it wasn't unbearably slow I could live with that. Would that work with RightEdge? If it wasn't for that issue would you recommend the product...

SteveH, Yes, very true. I'm not enough of a programmer to mess w/much other than the strategy itself. I'm sure TradeLink is a fine product. I just need to come to terms with the pluses and minuses of an open-source platform.

I understand. Given the opacity you've written of I don't have any interest in trying to tease out answers to "Where do I find/How do I do this..." questions to a paid email help service. Developing and maintaining strategies is hard enough. But, I'll still continue to monitor what's going on...

AI, Thank you for the thorough response. I was hoping for a different response but I suspected some of the points you mentioned might be issues. My impression is that there isn't much, if anything, for an OMS and you're kind of on your own regarding maintaining broker connectivity. Is that...

Is anyone here using Tradelink in live trading or has at least tried it out? I'd like to know what traders DON'T LIKE about the product. I have yet to demo the product but I've spoken to them and watched some videos. There's a lot to like, especially coming from NinjaTrader. I'd like to...

Yep, I was thinking of that and getting familiar w/the various FCM and broker/dealer regulatory filings. I'm not sure what's available via existing reg reports yet. Thx, Lou

Does anyone know or have any suggestions where I could find market research/data on systematic retail/active traders? I don't need any info on the institutional market, just retail/active traders who trade systematically. I'm looking for info like # of traders, average account size, total...

No, don't run a backtest. That doesn't make any sense. You want the RMSE of the various filters against a benchmark instrument.