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Why less than 18 trades? Is it just because more trades than that would mean the pattern is likely to hold?

Thanks for sharing this, GG! Mighty generous of you. If I understand you correctly, you're finding patterns with a worse than 1 to 1 TP/SL ratio, so that when you fade them and their win rate reverts towards 50% you have a strategy with a near 50% win rate but a favorable risk/reward ratio?

So does this mean that any vendor selling an ATS or forex robot that has an awareness of the users' positions, account size, or margin is in violation of these regulations? For example if a robot determined position size based on account size or available margin, or had a setting to stop trading...

Here's an updated link to the article above about creditism vs capitalism, to replace the link to the google cache: http://www.strike-the-root.com/82/davis_m/davis1.html

This idea that there is "not enough" gold to use as money is often repeated, but it just isn't true. As long as a monetary substance is evenly divisible, any amount of it will do for the purpose of measuring wealth. Money itself is not wealth itself, it is a measure of wealth, which is real...

As others have said, these algos are mainly to buy/sell large positions without moving the market against you & broadcasting your intentions. If your positions are large enough that when you buy or sell , you move the market against you, then these algos might benefit you. Otherwise there is not...

I was told the minimum account size at Lime is one million dollars. Is this still the case?

I should add that I've since learned that Vision, while it offers access to equities, futures, and options, does not use the same API for all of them. There are separate apis for equities and futures.

Thanks for the responses, folks.

I know big US companies form foreign subsidiaries all the time for tax postponement purposes... Isn't there any way an individual or small corporation can do the same and still control their trading? Note that I'm not talking about avoiding any taxes here, just postponing them so the money...

What brokers allow trading both equities, futures, and options from the same API? So far I'm aware of Interactive Brokers, ThinkorSwim, and Vision Financial. Are there any others that are available to the retail trader?

Can anyone comment on the speed of order execution and overall reliability using Vision Financial's R API? Their site advertises "Unparalleled Low Latency Execution - including sub 500 millisecond order submission metrics" I'm wondering if Vision would be a good alternative to IB for...

Very interesting. Good on you guys for being the leaders on this. Hopefully you'll force your competitors to follow suit. Just so I understand correctly, will a customer executing via a limit order get $1.95 and pay no other commission? Or will the $1.95 be deducted from the normal $2.95...

I think E-Signal is getting rather complacent from years of being the most popular retail data feed. Their data and programming quality standards are beginning to slip a bit and they don't seem to care much yet as they still have a large customer base.

I would disagree with those that say current retail platforms already provide adequate backtesting abilities. NT backtesting in particular is not reliable at all. No retail platform makes use of level2 data in backtesting that I know of. A new platform that can accurately test strategies and...

I'm in the middle of reading "Trading Regime Analysis" by Gunn, and I've gotten a few ideas so far (untested) from it about what can help predict a ranging situation: oscillator divergence large round numbers test of major support or resistance a trend that is corrective on a higher time...

Thanks Atticus, could you expand at all on why that is? I've been planning to backtest using some protective puts/calls in place of stop losses on big indexes like the SPY, thinking that bid/ask spreads on higher volume options wouldn't be too bad. Our developer is still in early stages of...

NxCore has complete options intraday historical data for $350 per month of historical data. Cheapest intraday options data I have found so far.

Thanks for the additional explanation Kevin. If you could also PM me those research references I would be most grateful.

Thank a lot for your reply, Kevin, its interesting to know that someone is using these techniques with success. If you don't mind me asking a couple questions: Do you use this technique with trend trades as well or is it more suited for mean-reversion strategies? Does this stuff work on...