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Idea: keep your old PC for non-trading stuff, and dedicate the new one to trading.

For quick visual inspection: - sort your data for 1 criteria (eg, Opening range size, lowest to highest) - add a column which will be the running sum of the Daily profit Graph the running sum of the Daily profit ... the "good" values for the criteria correspond to the part of that curve...

Windows 7 Pro 64-bit ... it has a XP compatibility mode (additional download) which was needed for me to run one really outdated app, as well as the driver for my HP scanner (HP seems to be good at that, ie. not updating their drivers to force their install base to buy new hardware).

I don't want to rain on your parade, but do you have: 1) a decent idea of the amount of work involved - and required expertise, 2) the time & money to support yourself through that endeavor (& possibly others developers, if you find it too much for just yourself) 3) already a bag of algos...

I had a system (DF20 reversal) which traded 1 very specific type of reversal. Its trade frequency declined by 50% in the 2nd half of 2012, going from 10% of the total number of trend-changes, to about 5%. I decided to look at the other side of the equation, those 90% now 95% of all...

Findip-address locates the IB gateway (gw1.ibllc.com) in Greenwich, CT.

Results for the week ending August 16: - 6 wins / 8 losses ; net -430, including leg closed at 2:30pm for rollover. It has been a quite disappointing 2nd half of the week for this system, which erased all prior gains & then some. I am looking forward to better times!

For each 1-second interval of the day, average the range for that 1-second interval over 1 year, then use a fraction of that as your likely slippage for an order sent at that very second of the day. That fraction should take into consideration: - the overall latency of your system (datafeed...

I was breaking my rules before having a thoroughly backtested trading plan: I didn't have confidence in it, nor in myself, and I was doubly right :) When I realized what the issue was, I started working at backtesting my trading plan, which soon lead me to developing automated systems. But...

Latency to the IB gateway from the NYC Steadfast datacenter (which is where the Speedy VPS are hosted) is around 2ms using basic tools. It is about 12ms from the Chicago datacenter.

IB gateway is actually in NYC, and they can host your VPS in NYC, too

Results for the week ending August, 9th: - 7 wins ; 5 losses ; 2 BEs ; net -430 Another difficult week for the system, which got on the wrong side of a few trends this week. All in all, the current drawdown duration (about 6 weeks) is indicative of unusual price-action, which hopefully will...

Security: as long as you transfer the strategy as a compiled (using CLiSecure) NinjaScript, and that you embed within a check of MachineID (NinjaTrader.Cbi.License.MachineId) vs a list of authorized (by you) MachineId, with an expiry date in all cases, you will have really limited risk. If...

Well, I am a happy customer ... who said "latency really matters" ? Beside, their VPS are hosted in the NYC & Chicago Steadfast datacenters, and latency is pretty low. You appear to know next to nothing re. VPS ("it almost sounds like its not even a dedicated server they offer", of course, a...

I lease a VPS (hosted in Chicago) from SpeedyTradingServers. It works perfectly for me.

Let's assume using a system with a P/F of 2, at 50% win-rate, for 35-ticks win / 17-ticks loss. Expectancy is 35/2-17/2 = 9-ticks per contract per trade (ignoring commissions & slippage). Using $10 as tick-value, it takes trading a total of 47 contracts per day to reach the goal (47*90 =...

Results for the week ending August, 2nd: - 10 wins ; 5 losses ; 3 BEs ; net -190 The week started on a positive note, then Wednesday the system got wrong-footed twice (-1385 then -2495), Thursday recovered +2100 of that, and Friday +300. Realized P&L for July: +1160

No matter what you read - from scientific publications through books to internet forums, never take what you read for granted ... it is best to draw your own conclusions from the results of your own research, that research can be steered by your readings, that should be it.

What you observe through tens of trades is nothing vs what it takes for a system to be successful long-term. So even if it seems that having a tight stop might have work better over the past N trades, it doesn't mean it would be the case on a larger sample set (and, most likely, it is not)...

Because most of these guys trade with martingale-type money-management rules, so once in a while it blows in their face big time.