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FYI This is an answer I got from Lorenzo in SR forum:

Wow, What/Who is PATS?

FYI: http://www.elitetrader.com/vb/showthread.php?s=&postid=1099377#post1099377

I will ask Strategy Runner for a clarification on that. Thanx.

I rechecked and the intraday & the daily graph shows an average of less then what you say. Attached is a 1-4.2006 daily graph of S&P. Very weird.

So if this is the one, it only trades about 500 lots per minute which is pretty low for me. I will check that Z' thing you mentioned. Thanx.

I'm working through Strategy Runner and I think they are using different symbols. Mini S&P (Tick = 0.25 = 12.5$) - Is that the ES?

Hi, I'm currently trading the EJDSTX & BUND with a successful strategy that only work for indexes with high volume (2,000 & 5,000 lots per minute accordingly). I can't seem to find any American (CME) index with such volume. S&P ~500 NSDQ ~200 Russell2000 ~100 (lots per minute) Is it...

I'm new to the CME indices. I see there is a night movement, can one trade ES, ER etc' all night long? And if so - what about the margins? as day trading or over night?

Hi, The following questions regards future contracts traded on CME from the Middle East using RCG servers with Strategy Runner: 1. Can you say how long it will take for an order to get into the stock exchange book from the second I click it in my house? and from a big investment house...

Hi, The following questions regards future contracts traded on CME from the Middle East using RCG servers with Strategy Runner: 1. Can you say how long it will take for an order to get into the stock exchange book from the second I click it in my house? and from a big investment house...

Thanx.

Now youre talking. Last nage - the volume is about 150 lots per day (round trades), so I'm guessing 1$ is ok.

A big trading house can only give his brokers 2.5$? It sounds a lot.

Cut which in half: 10/2 = 5$ 5/2 = 2.5$ Which of the above for round trade (enter+exit)? I thought something more like 1-2$ ?

Hi, What is the common commission paid by the trader in a traders firm for futures on indices? As oppose to the regular private commission of 5$-10$ per round trade. I'm asking this because I'm developing a fast trading system for trading futures, but the normal commissions will kill me...

ok, What I meant was that the model was developed on a small scale when I had only 3 months information - 1st month was the pivot month from which the model learned, and then implemented its conclusions of how to trade on the 2nd & 3rd months. In the same logic I backtested a years back - a...

Thank you for your detailed and very interesting answer. I have many questions for you but I'll ask just one: Regarding the quote above - can you elaborate on that or link to some reading on the subject? I mean the items, signals, nodes and the levels... Thanx, cohvi.

Thank you all, Until know I learned some interesting things from this thread but haven't really got a good answer to the main question asked above: Why do most of the people fail in creating automatic trading machines? There is the problem of backtesting vs future testing, and the...

I'm testing the system in C++ & VB.NET. The production environment will be the same. The trading system I will use doesn't matter at all, as long as I will get all my inputs in time. From my house it will probably be on top of Strategy Runner, but in bigger scale from the hedging fund I'll...