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Ooops I didn't notice you said that. Good idea, you guys should definitely do that... Good luck,

That sounds good. But even if I was interested, which I am not since I develop my own neural networks, I would rather have it run on my own computer. I think running it in my computer for 16 hours is better than running it in somebody's else computer for 4 hours. I can dedicate a computer...

I tried not to include too many stats becasue my goal was just to compare Backtesting, Simulation, RealTrading. But anyway, since you're asking here it is: Capital per trade: Average $9,857 Median $9,953 Max $39,529 Min $1,200 (partial fill) Capital in the market: Daily Average...

agtrader777, The first issue doesn't happen if you use limit orders, because then you will probably be filled at a better price than the simulated. But then you fall into the second issue. A way I found to mitigate these problems is to use limit orders in simulation, but then assume...

bwc, Very well said. Did anybody try to backtest a system introducing some "chaos" variables? I think it will be a very good subject to study. And compare Backtesting, Simulation, Backtesting with some sort of chaos variables, and then Real trading. I would work on it if I knew how...

nononsense, I think I didn't understand you fully. My bad. Can you please explain a little more what you meant? Thanks,

nononsense, I agree totally with your statements, but I don't think it really fits in this thread. This is about: If somebody develops a strategy, backtest it, then simulate it... What should he expect once he starts trading it with real money. This thread is not about: Should...

This system is *almost* fully automated. Almost meaning: The software does the whole analysis, then propose some trades long or short and how much money to put into each trade. And present a dialog box with 2 buttons (Send, Cancel) and some textbox where I can change how much money to put...

Hamlet, I traded around 2,000,000 shares. So, I guess my net profit per share after commissions is somewhere around $0.08 Now that I am thinking about it, it is pretty low :(. This is not scalping, it is day/swing trading... These big DD are due to my system giving me a streak of losing...

Hamlet, I am very happy with the profit and about my overall strategy. However the point I am trying to make is that the difference between real trading and Backtesting is huge. Notice that at one point in time I gave up almost half of all the profit I made (from >$100K to a little over...

As you can see Backtesting was showing that somebody can make >$700K a year using this system, with minimal drawdown. However, once traded for real with real money in the line and trades being only partially filled or not filled, wrong trades entered... The profit was only $160K with a...

Here is the results of the actual trading:

Here is the realtime simulation results for 2005:

I've learn a lot from this website and spent almost a year doing an experiment and I just want to share my results. The point I am trying to make is: 1- Backtesting can be far from reality (even when we didn't optimize much). 2- Even real time simulation can be far from reality (partial...

I don't feel very comfortable giving my proprietary system to be hosted in some server of a company I know nothing about. My answer will be: "Not likely" Good luck,

Very easy! If you already know of a strategy that has a double digit risk/return potential, here is what you can do. Trade 50% of the money you intended to trade for single digit risk/return with that strategy and put the other 50% of your account in risk free interest. Therefore over...

Why go prop? Just stay home and do it on your own...

Steve, I am making the lower 5 digits per month. I think my best month was around $30K, but in average it is more around $15K. I completely agree with you that it is pretty easy. But I am content with it, and it is more than enough for me. My answer was towards the idea that you have to...

Actually 4xMadeEasy helped me make the best trade of my 2 year career. Maybe it was the best trade that I will ever make. Using them, made me a return of 1200% in 2 hours. They were giving away $30 Gift cards for dinner at olive gardens if you attend their free 2 hours...

I agree with Cheese and 2Cents, this list is all crap trying to explain why people don't make it, excuse our losses, keep us hoping. I jumped from #1 to #36 in less than 5 months and without ever blowing up or even losing more than 20% of my initial account. After the initial 5 months I never...