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I'm sorry that I am just responding. I've been busy over the holiday break. I have the metrics that you suggest I post. Win rate = 68% Profit Factor = 1.42 avg win = 0.33 of stock price avg loss = 0.48 of stock price annualized sharpe ratio = 6.3 What can you deduct from these...

Do you mean the return per trade? I don't have that information with me currently. What range would you find acceptable? This not a HFT strategy so micro-second speed isn't a must. However, order fill time is assumed to be immediate. Since the orders are only sent on the close of a bar, I assume...

http://www.netfonds.no/index.php The above is the exchange where I get the tick data that I use for my backtesting and simulation. For paper trading, I would impliment my algo with the broker's API in a demo account to simulate live trading. I plan on using the broker's provided data for...

Thanks for the post Occam! I have only considered AAPL stock at this time. The tick data that I use is from a Norwegian exchange which compiles the tick info straight from the NYSE live. Like I mentioned before, as far as I can tell, the data seems to be filtered only by an order size of...

I thought I would add this info. The orders (both buy and sell, long and short) all occur on the close of a bar. No orders can take place in between closes.

I have an intraday trading strategy based on TA that is designed for high volume instruments. I have backed tested it and everything looks great. I am now in the process of setting up the necessary infrastucture to connect to a broker and start trading live. Below are assumptions and...

Let me clarify. I am looking for completely free alternatives. I don't care if the data is delayed.

I actually do have a TDAmeritrade account. I guess what you typed is an email address?

I have an algo written in java and also in python. I am planning to use IB when finally going live with the algo. However, I am wanting to do some paper trading before that. IB requires a funded account of $10k to use their paper trading features. Are there any other API's out there that I can...

I have an algorithmic trading strategy that I am ready to implement. The backtesting is nearing completion, and now I am ready for the next step. The strategy was backtested on tick data of actual filled orders. So, I am assuming that if I implement the strategy with market orders, it will...

I am considering going back to school for a quantitative finance degree. My goals with this degree are to land a well-paid job and have the option of becoming a career trader using strategies based on quantitative finance. About myself, I have a BS and MS in engineering from GT. I have...

I need some opinions on my situation. I have an algorithm that I have developed on my own and now have started some backtesting. No one has given me any advice or input in developing this algorithm. However, I am working with a friend of mine that is more educated with computers ( he has a...

Thanks for the reply! I've seen all the matlab examples and have done a thorough search online of vectorization for nested for-loops. However, I haven't been able to figure out the code need to vectorize 8 for-loops. I have visited the link above and seen it before, but I still can't...

I am not a very experienced programmer, so I was hoping to get some useful feedback from this forum. I am coding in matlab and can code to accomplish what I need to do. It probably is not the most efficient coding, but I thought I would give it a shot to see what I could do. I am trying to...

Well, I decided to postpone law school for a year. I will soon start a new job that is not as demanding as the one I currently have. So I hope to have more time available. I've began strategy development using excel for now. Once I have a strategy begun, I will then impliment that strategy in...

I agree. Leaving a full time job does sound foolish to me. I only toy with the idea because I don't have any huge responsibilities besides providing for myself. That, and I want to work on my algorithms full-time. My discretionary trades are made with the help of the John Carter ttm squeeze...

Thanks for the post! For backtesting and stategy development, I think I will use matlab. I've watched a webinar about matlab and algorithmic trading, and it looks like a great tool to use. I'm not sure if matlab can be used to trade automation, but if it can't, from what I've read...

I am very new to all of trading. I currently have a thinkorswim account and am doing some daytrading. I would like to move to automated trading, but I don't really know what direction to go. Thinkorswim does not have any automated trading capabilities built-in, plus I don't like their high...