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    Your Favorite Sci-Fi Books

    Dune - Frank Herbert Hyperion - Dan Simmons Cryptonomicon - Neal Stephenson Peter F. Hamilton's 'space operas' are pretty good too. I'm currently reading the stories of Jorge Luis Borges, whist not strictly SF, they are pretty weird.
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    Unattended Automated Trading

    I live in NZ, so I have no choice but to run my ATS software unattended. If anything logically ambiguous happens or something times out, I get sent SMS messages, alarms go off etc. I think the key is (as another poster mentioned) to keep the relative position sizes small. Obviously one cannot...
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    BackTesting vs WalkForward

    I think everybody is kind of missing each other in this thread... I'm interested in the reasons the OP started this thread given that he seems to have had some success with walk-forward testing (if one views previous posts).
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    Wayne Jackson dead???

    $700 seems excessive for what amounts to 'buy pullbacks'.
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    Wayne Jackson dead???

    http://waynejacksonfx.blogspot.com/ Apparently he's not taking anymore disciples.
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    HALL OF FAME of ET Educational Threads

    Most pointless post ever, yet another addition to the ignore list.
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    HALL OF FAME of ET Educational Threads

    http://www.elitetrader.com/vb/showthread.php?s=&threadid=33654 http://www.elitetrader.com/vb/showthread.php?s=&threadid=36083
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    Auto Trading Idea

    The idea presented at the start of this thread sounds analogous to the 'AdaBoost' algorithm, where by weak classifiers (a NN for instance) are combined together to form a stronger classifier. The data is re-weighted so that each classifier in the ensemble concentrates on a particular aspect of...
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    Trader P/L 2010

    Yeah baby!, in the money!
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    Using IQFeed for 1 minute volume/price data

    Yes, it does give volume.
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    IB offering gateway access (API without TWS)

    Yes, it is ridiculously large for what is effectively a TCP relay, but still, it's at least a step in the right direction.
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    IB offering gateway access (API without TWS)

    Larger, but still nowhere near yours.
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    IB offering gateway access (API without TWS)

    This is on my Ubuntu machine.
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    better way to do Out-of-sample test?

    What sort of variations do you get in your test (or walk-forward) period?
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    better way to do Out-of-sample test?

    So in your findings, it is not always the case that a larger training sample produces better out of sample results?
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    better way to do Out-of-sample test?

    Do you find that the length of the in-sample period has a big impact on profitability?
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    TWS Forex Question.

    I think it's the account type, it's set up as cash (duh). I've put in a request to change it to Reg T Margin.
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    TWS Forex Question.

    That would be nice, but I don't think it's going to change this current situation, I'm using TWS paper trading to develop against the API.
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    TWS Forex Question.

    Ok, I have opened a paper trading account to familiarize myself with TWS, supposedly I have $1000000 fake dollars in this account. I place a couple of test orders and close them, then all of a sudden I start getting the attached message. There is nothing in the account window about any negative...
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    MBT in trouble this morning

    Let's hope what doesn't kill them makes them stronger ... I've been hoping for the same thing for a while now, it doesn't seem to be working out that way. MBT have had a problem with their FIX gateways not responding to messages for a little over a year now, this was passed off as various...
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