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  1. dom993

    Backtesting for the chronically frugal

    There are two aspects to consider: trading platform & market data. I would suggest using NinjaTrader as trading platform ... it is free as long as you are not trading live, its development environment is very good (C# with access to all of the .Net components) and their support is second to...
  2. dom993

    CL151

    Here is the recording of the webinar ... the 2nd part focuses on CL151, it starts at 16min for approx. 30min <iframe class="tscplayer_inline embeddedObject" name="tsc_player" scrolling="no" frameborder="0" type="text/html" style="overflow:hidden;"...
  3. dom993

    CL151

    ...
  4. dom993

    CL151

    Results for the week ending April 17th: (live accounts) - Basic TM: 1 win ; 1 loss ; net +130 (of which, 5-ticks of positive slippage - vs backtest tonight) - Alternate TM : 2 wins ; net +405 (of which 10-ticks of positive slippage - vs backtest tonight)
  5. dom993

    dom993trading upcoming webinar 4-16-2014 will feature CL151 trading system

    Here is the recording for those how missed the event: <iframe class="tscplayer_inline embeddedObject" name="tsc_player" scrolling="no" frameborder="0" type="text/html" style="overflow:hidden;"...
  6. dom993

    Is my strategy too conservative?

    How does this performance compare to the prior 10 months backtest results? How many trades did you have in those 10 months? How many pairs do you trade? Would your system also be profitable on other pairs?
  7. dom993

    New memory, Win 7 kept crashing

    I would suggest going back to your prior RAM sticks until you have the time to work on troubleshooting this issue. A PC that crashes every now & then isn't good for anything IMO. You might want to try setting the command-rate to 3T on the new sticks before.
  8. dom993

    New memory, Win 7 kept crashing

    Some mobos adjust their timings & voltage from the data embedded on the RAM, some don't ... 1) Check in BIOS that your RAM Timings & Voltages match those of the RAM you bought 2) Run MemTest86 to make sure there is no issue with that RAM - note that finding issues in MemTest86 doesn't...
  9. dom993

    CL151

    Results for the week ending April, 11th: (my live accounts) - Basic TM: 4 wins ; 1 loss ; net +295 - Alternate TM: 2 wins ; 1 loss ; 1 BE ; net -30 The system made official (backtest) new all-time P&L peaks for both trade-management options, before closing the week on a losing trade...
  10. dom993

    CL151

    This journal is going to be dedicated to my system CL151. CL151 is an intraday trading system, based on the most stable and 2nd largest pattern of CL Always-In. It trades pullbacks in the direction of a confirmed macro-trend. This system uses at its core the same trend detection mechanism as...
  11. dom993

    dom993trading upcoming webinar 4-16-2014 will feature CL151 trading system

    On Wednesday, April 16, 2014 5:30PM EDT, I will present: "Simple & Effective: The Power of Statistical Analysis in 100% Automated Trading Systems" In the 1st part of this webinar, I will cover the following topics: What are the benefits of Automated Trading Systems? What are the...
  12. dom993

    CL always-in

    Results for the week ending April 4th, 2014: - 1 wins ; 5 losses ; -3350 Got stopped-out twice this week, and I finally resolved myself to take a break from trading this system, and instead add a 2nd contract to my trading of CL151 (I am using the alternate trade management for that 2nd...
  13. dom993

    How upload an automated futures strategy to a server to run it 24/5?

    10 days ??? Just to avoid you any serious "market injuries", I strongly recommend that you backtest on at least 5 years AND minimum 1000 trades (this is a very low minimum, but a good start nonetheless)
  14. dom993

    How upload an automated futures strategy to a server to run it 24/5?

    The cost of a single trading error might far exceed the price of a NinjaTrader or similar license. If you are serious about automated trading, be willing to pay for the required infrastructure aspects, server or VPS, reliable datafeed, trading platform license, and don't forget quality...
  15. dom993

    How upload an automated futures strategy to a server to run it 24/5?

    Running a system 24/5 requires a reliable infrastructure (power & internet), so typically a server or VPS (virtual private server) hosted in a tier-1 datacenter. Even hosted in a tier-1 datacenter, you will experience occasional losses of connectivity. Your system will need to handle these...
  16. dom993

    What is your strategy?

    All those Kelly graph apply to infinite processes. It is ridiculous to say they apply to a unique 1-spin game. As for the 10-spin game, you prefer a higher probability (than fixed-bet) of winning less or losing, in return for higher gains in lower probability scenarios. That is your...
  17. dom993

    What is your strategy?

    This 10-spin game is much different from a infinite process, it seems this is difficult to grasp for some. My utility function is to maximize my chances of winning some. It seems most people on this thread are focused on maximizing the potential gain, at the cost of having a low...
  18. dom993

    What is your strategy?

    I am not ignoring that the 30% has a much larger outcome, I am just highlighting that as an individual who has only 1 go at the 10-spin run, I want to maximize my probability of having the best outcome, not the potential total gain in the unlikely event of 10 times 16.
  19. dom993

    What is your strategy?

    I think the interviewers wanted to see which candidates did think with their brain, and which candidates were just using cookbooks without analysis of the problem at hand.
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